Dataset statistics
| Number of variables | 17 |
|---|---|
| Number of observations | 31696 |
| Missing cells | 0 |
| Missing cells (%) | 0.0% |
| Duplicate rows | 0 |
| Duplicate rows (%) | 0.0% |
| Total size in memory | 3.9 MiB |
| Average record size in memory | 129.0 B |
Variable types
| Numeric | 13 |
|---|---|
| Categorical | 2 |
| Unsupported | 2 |
date has a high cardinality: 3962 distinct values | High cardinality |
close is highly correlated with close_30_sma and 1 other fields | High correlation |
macd is highly correlated with rsi_30 and 3 other fields | High correlation |
rsi_30 is highly correlated with macd and 3 other fields | High correlation |
cci_30 is highly correlated with macd and 2 other fields | High correlation |
close_30_sma is highly correlated with close and 1 other fields | High correlation |
close_60_sma is highly correlated with close and 1 other fields | High correlation |
close_30_sma_delta is highly correlated with macd and 3 other fields | High correlation |
close_60_sma_delta is highly correlated with macd and 2 other fields | High correlation |
close is highly correlated with close_30_sma and 1 other fields | High correlation |
rsi_30 is highly correlated with cci_30 | High correlation |
cci_30 is highly correlated with rsi_30 and 1 other fields | High correlation |
close_30_sma is highly correlated with close and 1 other fields | High correlation |
close_60_sma is highly correlated with close and 1 other fields | High correlation |
close_30_sma_delta is highly correlated with cci_30 and 1 other fields | High correlation |
close_60_sma_delta is highly correlated with close_30_sma_delta | High correlation |
close is highly correlated with close_30_sma and 1 other fields | High correlation |
macd is highly correlated with rsi_30 and 2 other fields | High correlation |
rsi_30 is highly correlated with macd and 3 other fields | High correlation |
cci_30 is highly correlated with rsi_30 | High correlation |
close_30_sma is highly correlated with close and 1 other fields | High correlation |
close_60_sma is highly correlated with close and 1 other fields | High correlation |
close_30_sma_delta is highly correlated with macd and 2 other fields | High correlation |
close_60_sma_delta is highly correlated with macd and 2 other fields | High correlation |
df_index is highly correlated with close and 2 other fields | High correlation |
close is highly correlated with df_index and 4 other fields | High correlation |
volume is highly correlated with tic and 3 other fields | High correlation |
tic is highly correlated with close and 4 other fields | High correlation |
macd is highly correlated with close and 2 other fields | High correlation |
rsi_30 is highly correlated with tic and 4 other fields | High correlation |
cci_30 is highly correlated with rsi_30 and 1 other fields | High correlation |
dx_30 is highly correlated with rsi_30 | High correlation |
close_30_sma is highly correlated with df_index and 4 other fields | High correlation |
close_60_sma is highly correlated with df_index and 4 other fields | High correlation |
close_delta is highly correlated with volume and 2 other fields | High correlation |
close_30_sma_delta is highly correlated with volume and 4 other fields | High correlation |
close_60_sma_delta is highly correlated with volume and 3 other fields | High correlation |
df_index is uniformly distributed | Uniform |
date is uniformly distributed | Uniform |
tic is uniformly distributed | Uniform |
df_index has unique values | Unique |
cov_list is an unsupported type, check if it needs cleaning or further analysis | Unsupported |
return_list is an unsupported type, check if it needs cleaning or further analysis | Unsupported |
volume has 19792 (62.4%) zeros | Zeros |
macd has 3962 (12.5%) zeros | Zeros |
close_delta has 8023 (25.3%) zeros | Zeros |
close_30_sma_delta has 3970 (12.5%) zeros | Zeros |
close_60_sma_delta has 3968 (12.5%) zeros | Zeros |
Reproduction
| Analysis started | 2021-12-10 03:33:20.803242 |
|---|---|
| Analysis finished | 2021-12-10 03:44:35.736117 |
| Duration | 11 minutes and 14.93 seconds |
| Software version | pandas-profiling v3.1.0 |
| Download configuration | config.json |
| Distinct | 31696 |
|---|---|
| Distinct (%) | 100.0% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 15855.5 |
| Minimum | 8 |
|---|---|
| Maximum | 31703 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 247.8 KiB |
Quantile statistics
| Minimum | 8 |
|---|---|
| 5-th percentile | 1592.75 |
| Q1 | 7931.75 |
| median | 15855.5 |
| Q3 | 23779.25 |
| 95-th percentile | 30118.25 |
| Maximum | 31703 |
| Range | 31695 |
| Interquartile range (IQR) | 15847.5 |
Descriptive statistics
| Standard deviation | 9149.991403 |
|---|---|
| Coefficient of variation (CV) | 0.5770862731 |
| Kurtosis | -1.2 |
| Mean | 15855.5 |
| Median Absolute Deviation (MAD) | 7924 |
| Skewness | 0 |
| Sum | 502555928 |
| Variance | 83722342.67 |
| Monotonicity | Strictly increasing |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 8 | 1 | < 0.1% |
| 21149 | 1 | < 0.1% |
| 21147 | 1 | < 0.1% |
| 21146 | 1 | < 0.1% |
| 21145 | 1 | < 0.1% |
| 21144 | 1 | < 0.1% |
| 21143 | 1 | < 0.1% |
| 21142 | 1 | < 0.1% |
| 21141 | 1 | < 0.1% |
| 21140 | 1 | < 0.1% |
| Other values (31686) | 31686 |
| Value | Count | Frequency (%) |
| 8 | 1 | |
| 9 | 1 | |
| 10 | 1 | |
| 11 | 1 | |
| 12 | 1 | |
| 13 | 1 | |
| 14 | 1 | |
| 15 | 1 | |
| 16 | 1 | |
| 17 | 1 |
| Value | Count | Frequency (%) |
| 31703 | 1 | |
| 31702 | 1 | |
| 31701 | 1 | |
| 31700 | 1 | |
| 31699 | 1 | |
| 31698 | 1 | |
| 31697 | 1 | |
| 31696 | 1 | |
| 31695 | 1 | |
| 31694 | 1 |
| Distinct | 3962 |
|---|---|
| Distinct (%) | 12.5% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Memory size | 247.8 KiB |
| 2005-12-02 | 8 |
|---|---|
| 2016-05-19 | 8 |
| 2016-05-23 | 8 |
| 2016-05-24 | 8 |
| 2016-05-25 | 8 |
| Other values (3957) |
Length
| Max length | 10 |
|---|---|
| Median length | 10 |
| Mean length | 10 |
| Min length | 10 |
Characters and Unicode
| Total characters | 0 |
|---|---|
| Distinct characters | 0 |
| Distinct categories | 0 ? |
| Distinct scripts | 0 ? |
| Distinct blocks | 0 ? |
The Unicode Standard assigns character properties to each code point, which can be used to analyse textual variables.
Unique
| Unique | 0 ? |
|---|---|
| Unique (%) | 0.0% |
Sample
| 1st row | 2005-12-02 |
|---|---|
| 2nd row | 2005-12-02 |
| 3rd row | 2005-12-02 |
| 4th row | 2005-12-02 |
| 5th row | 2005-12-02 |
Common Values
| Value | Count | Frequency (%) |
| 2005-12-02 | 8 | < 0.1% |
| 2016-05-19 | 8 | < 0.1% |
| 2016-05-23 | 8 | < 0.1% |
| 2016-05-24 | 8 | < 0.1% |
| 2016-05-25 | 8 | < 0.1% |
| 2016-05-26 | 8 | < 0.1% |
| 2016-05-27 | 8 | < 0.1% |
| 2016-05-31 | 8 | < 0.1% |
| 2016-06-01 | 8 | < 0.1% |
| 2016-06-02 | 8 | < 0.1% |
| Other values (3952) | 31616 |
Length
Histogram of lengths of the category
| Value | Count | Frequency (%) |
| 2005-12-02 | 8 | < 0.1% |
| 2006-01-20 | 8 | < 0.1% |
| 2006-03-03 | 8 | < 0.1% |
| 2006-01-17 | 8 | < 0.1% |
| 2005-12-06 | 8 | < 0.1% |
| 2005-12-07 | 8 | < 0.1% |
| 2005-12-08 | 8 | < 0.1% |
| 2005-12-09 | 8 | < 0.1% |
| 2005-12-12 | 8 | < 0.1% |
| 2005-12-13 | 8 | < 0.1% |
| Other values (3952) | 31616 |
Most occurring characters
| Value | Count | Frequency (%) |
| No values found. | ||
Most occurring categories
| Value | Count | Frequency (%) |
| No values found. | ||
Most frequent character per category
Most occurring scripts
| Value | Count | Frequency (%) |
| No values found. | ||
Most frequent character per script
Most occurring blocks
| Value | Count | Frequency (%) |
| No values found. | ||
Most frequent character per block
month
Real number (ℝ≥0)
| Distinct | 12 |
|---|---|
| Distinct (%) | < 0.1% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 6.488137304 |
| Minimum | 1 |
|---|---|
| Maximum | 12 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 247.8 KiB |
Quantile statistics
| Minimum | 1 |
|---|---|
| 5-th percentile | 1 |
| Q1 | 4 |
| median | 6 |
| Q3 | 9 |
| 95-th percentile | 12 |
| Maximum | 12 |
| Range | 11 |
| Interquartile range (IQR) | 5 |
Descriptive statistics
| Standard deviation | 3.421042959 |
|---|---|
| Coefficient of variation (CV) | 0.5272765971 |
| Kurtosis | -1.186222868 |
| Mean | 6.488137304 |
| Median Absolute Deviation (MAD) | 3 |
| Skewness | 0.01522792219 |
| Sum | 205648 |
| Variance | 11.70353493 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=12)
| Value | Count | Frequency (%) |
| 8 | 2832 | |
| 3 | 2800 | |
| 6 | 2744 | |
| 7 | 2712 | |
| 5 | 2704 | |
| 12 | 2680 | |
| 10 | 2656 | |
| 4 | 2648 | |
| 1 | 2584 | |
| 2 | 2456 | |
| Other values (2) | 4880 |
| Value | Count | Frequency (%) |
| 1 | 2584 | |
| 2 | 2456 | |
| 3 | 2800 | |
| 4 | 2648 | |
| 5 | 2704 | |
| 6 | 2744 | |
| 7 | 2712 | |
| 8 | 2832 | |
| 9 | 2432 | |
| 10 | 2656 |
| Value | Count | Frequency (%) |
| 12 | 2680 | |
| 11 | 2448 | |
| 10 | 2656 | |
| 9 | 2432 | |
| 8 | 2832 | |
| 7 | 2712 | |
| 6 | 2744 | |
| 5 | 2704 | |
| 4 | 2648 | |
| 3 | 2800 |
| Distinct | 21432 |
|---|---|
| Distinct (%) | 67.6% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 570.0397002 |
| Minimum | 1 |
|---|---|
| Maximum | 9445.240234 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 247.8 KiB |
Quantile statistics
| Minimum | 1 |
|---|---|
| 5-th percentile | 1 |
| Q1 | 54.92406654 |
| median | 99.82358932 |
| Q3 | 220.8040366 |
| 95-th percentile | 3768.869934 |
| Maximum | 9445.240234 |
| Range | 9444.240234 |
| Interquartile range (IQR) | 165.87997 |
Descriptive statistics
| Standard deviation | 1331.469887 |
|---|---|
| Coefficient of variation (CV) | 2.335749398 |
| Kurtosis | 12.78331279 |
| Mean | 570.0397002 |
| Median Absolute Deviation (MAD) | 71.43896485 |
| Skewness | 3.470978314 |
| Sum | 18067978.34 |
| Variance | 1772812.059 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 1 | 3962 | 12.5% |
| 212.1789395 | 23 | 0.1% |
| 208.3259683 | 23 | 0.1% |
| 173.2454004 | 23 | 0.1% |
| 113.6793829 | 23 | 0.1% |
| 228.6435889 | 23 | 0.1% |
| 170.1124402 | 23 | 0.1% |
| 110.4334309 | 23 | 0.1% |
| 190.8120955 | 23 | 0.1% |
| 197.2698512 | 23 | 0.1% |
| Other values (21422) | 27527 |
| Value | Count | Frequency (%) |
| 1 | 3962 | |
| 14.08427715 | 1 | < 0.1% |
| 14.88645363 | 1 | < 0.1% |
| 15.17183781 | 1 | < 0.1% |
| 15.28753281 | 1 | < 0.1% |
| 15.59662533 | 1 | < 0.1% |
| 15.81562901 | 1 | < 0.1% |
| 15.99714279 | 1 | < 0.1% |
| 16.11284447 | 1 | < 0.1% |
| 16.18325806 | 1 | < 0.1% |
| Value | Count | Frequency (%) |
| 9445.240234 | 1 | |
| 9433.580078 | 1 | |
| 9404.150391 | 1 | |
| 9376 | 1 | |
| 9355.110352 | 1 | |
| 9341.089844 | 1 | |
| 9337.179688 | 1 | |
| 9321.740234 | 1 | |
| 9312.509766 | 1 | |
| 9297.200195 | 1 |
| Distinct | 11075 |
|---|---|
| Distinct (%) | 34.9% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 7799059.607 |
| Minimum | 0 |
|---|---|
| Maximum | 248682100 |
| Zeros | 19792 |
| Zeros (%) | 62.4% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 247.8 KiB |
Quantile statistics
| Minimum | 0 |
|---|---|
| 5-th percentile | 0 |
| Q1 | 0 |
| median | 0 |
| Q3 | 1148650 |
| 95-th percentile | 60019275 |
| Maximum | 248682100 |
| Range | 248682100 |
| Interquartile range (IQR) | 1148650 |
Descriptive statistics
| Standard deviation | 21858966.05 |
|---|---|
| Coefficient of variation (CV) | 2.802769455 |
| Kurtosis | 15.33173034 |
| Mean | 7799059.607 |
| Median Absolute Deviation (MAD) | 0 |
| Skewness | 3.580479718 |
| Sum | 2.471989933 × 1011 |
| Variance | 4.778143966 × 1014 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 0 | 19792 | |
| 531500 | 6 | < 0.1% |
| 267900 | 5 | < 0.1% |
| 435500 | 4 | < 0.1% |
| 201600 | 4 | < 0.1% |
| 837700 | 4 | < 0.1% |
| 513500 | 4 | < 0.1% |
| 731900 | 4 | < 0.1% |
| 523400 | 3 | < 0.1% |
| 127200 | 3 | < 0.1% |
| Other values (11065) | 11867 |
| Value | Count | Frequency (%) |
| 0 | 19792 | |
| 41200 | 1 | < 0.1% |
| 53300 | 1 | < 0.1% |
| 58100 | 1 | < 0.1% |
| 59600 | 1 | < 0.1% |
| 62000 | 1 | < 0.1% |
| 66000 | 2 | < 0.1% |
| 66100 | 1 | < 0.1% |
| 66200 | 1 | < 0.1% |
| 67200 | 1 | < 0.1% |
| Value | Count | Frequency (%) |
| 248682100 | 1 | |
| 244592200 | 1 | |
| 241229100 | 1 | |
| 225063100 | 1 | |
| 222474200 | 1 | |
| 219283400 | 1 | |
| 218802300 | 1 | |
| 206490900 | 1 | |
| 204046200 | 1 | |
| 201191200 | 1 |
| Distinct | 8 |
|---|---|
| Distinct (%) | < 0.1% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Memory size | 247.8 KiB |
| AGG | |
|---|---|
| COM | |
| CSH | |
| EEM | |
| GLD | |
| Other values (3) |
Length
| Max length | 3 |
|---|---|
| Median length | 3 |
| Mean length | 3 |
| Min length | 3 |
Characters and Unicode
| Total characters | 0 |
|---|---|
| Distinct characters | 0 |
| Distinct categories | 0 ? |
| Distinct scripts | 0 ? |
| Distinct blocks | 0 ? |
The Unicode Standard assigns character properties to each code point, which can be used to analyse textual variables.
Unique
| Unique | 0 ? |
|---|---|
| Unique (%) | 0.0% |
Sample
| 1st row | AGG |
|---|---|
| 2nd row | COM |
| 3rd row | CSH |
| 4th row | EEM |
| 5th row | GLD |
Common Values
| Value | Count | Frequency (%) |
| AGG | 3962 | |
| COM | 3962 | |
| CSH | 3962 | |
| EEM | 3962 | |
| GLD | 3962 | |
| IEF | 3962 | |
| LOV | 3962 | |
| SNP | 3962 |
Length
Histogram of lengths of the category
Pie chart
| Value | Count | Frequency (%) |
| agg | 3962 | |
| com | 3962 | |
| csh | 3962 | |
| eem | 3962 | |
| gld | 3962 | |
| ief | 3962 | |
| lov | 3962 | |
| snp | 3962 |
Most occurring characters
| Value | Count | Frequency (%) |
| No values found. | ||
Most occurring categories
| Value | Count | Frequency (%) |
| No values found. | ||
Most frequent character per category
Most occurring scripts
| Value | Count | Frequency (%) |
| No values found. | ||
Most frequent character per script
Most occurring blocks
| Value | Count | Frequency (%) |
| No values found. | ||
Most frequent character per block
| Distinct | 27735 |
|---|---|
| Distinct (%) | 87.5% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 1.762768987 |
| Minimum | -478.6136378 |
|---|---|
| Maximum | 189.2795377 |
| Zeros | 3962 |
| Zeros (%) | 12.5% |
| Negative | 11169 |
| Negative (%) | 35.2% |
| Memory size | 247.8 KiB |
Quantile statistics
| Minimum | -478.6136378 |
|---|---|
| 5-th percentile | -4.360283701 |
| Q1 | -0.2238498352 |
| median | 0.03528566205 |
| Q3 | 0.5661108002 |
| 95-th percentile | 22.00056947 |
| Maximum | 189.2795377 |
| Range | 667.8931755 |
| Interquartile range (IQR) | 0.7899606354 |
Descriptive statistics
| Standard deviation | 16.6181376 |
|---|---|
| Coefficient of variation (CV) | 9.427291793 |
| Kurtosis | 172.1219468 |
| Mean | 1.762768987 |
| Median Absolute Deviation (MAD) | 0.3828644313 |
| Skewness | -5.128905392 |
| Sum | 55872.72581 |
| Variance | 276.1624974 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 0 | 3962 | 12.5% |
| 0.01205825036 | 1 | < 0.1% |
| 21.09006038 | 1 | < 0.1% |
| -3.004174027 | 1 | < 0.1% |
| 0.06502173761 | 1 | < 0.1% |
| 1.110034864 | 1 | < 0.1% |
| 0.1177672056 | 1 | < 0.1% |
| 22.07588468 | 1 | < 0.1% |
| 0.1890212798 | 1 | < 0.1% |
| 0.03482605903 | 1 | < 0.1% |
| Other values (27725) | 27725 |
| Value | Count | Frequency (%) |
| -478.6136378 | 1 | |
| -458.9516103 | 1 | |
| -453.1391744 | 1 | |
| -433.7257636 | 1 | |
| -428.0425282 | 1 | |
| -411.3735396 | 1 | |
| -383.8797957 | 1 | |
| -381.7367691 | 1 | |
| -365.5475134 | 1 | |
| -354.8564578 | 1 |
| Value | Count | Frequency (%) |
| 189.2795377 | 1 | |
| 188.7520027 | 1 | |
| 181.784819 | 1 | |
| 165.0420645 | 1 | |
| 156.8937562 | 1 | |
| 151.4341379 | 1 | |
| 149.2969009 | 1 | |
| 145.9424806 | 1 | |
| 145.380074 | 1 | |
| 144.0364684 | 1 |
| Distinct | 23849 |
|---|---|
| Distinct (%) | 75.2% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 51.83149672 |
| Minimum | 0.004555079696 |
|---|---|
| Maximum | 99.99326823 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 247.8 KiB |
Quantile statistics
| Minimum | 0.004555079696 |
|---|---|
| 5-th percentile | 27.78846947 |
| Q1 | 45.72360925 |
| median | 52.54825977 |
| Q3 | 58.72579415 |
| 95-th percentile | 72.24462455 |
| Maximum | 99.99326823 |
| Range | 99.98871315 |
| Interquartile range (IQR) | 13.0021849 |
Descriptive statistics
| Standard deviation | 15.05281241 |
|---|---|
| Coefficient of variation (CV) | 0.2904182468 |
| Kurtosis | 3.365766184 |
| Mean | 51.83149672 |
| Median Absolute Deviation (MAD) | 6.507501236 |
| Skewness | -0.3232356918 |
| Sum | 1642851.12 |
| Variance | 226.5871613 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 8.962423178 | 23 | 0.1% |
| 99.61477228 | 23 | 0.1% |
| 96.49330756 | 23 | 0.1% |
| 73.5624061 | 23 | 0.1% |
| 86.05484542 | 23 | 0.1% |
| 0.006267894805 | 23 | 0.1% |
| 93.31535271 | 23 | 0.1% |
| 0.6825908298 | 23 | 0.1% |
| 97.5661595 | 23 | 0.1% |
| 3.860511037 | 22 | 0.1% |
| Other values (23839) | 31467 |
| Value | Count | Frequency (%) |
| 0.004555079696 | 19 | |
| 0.006267894805 | 23 | |
| 0.009201247404 | 21 | |
| 0.02612955214 | 21 | |
| 0.04625009057 | 20 | |
| 0.04853605003 | 22 | |
| 0.06187372611 | 21 | |
| 0.1350960932 | 22 | |
| 0.3254186176 | 22 | |
| 0.4823678905 | 19 |
| Value | Count | Frequency (%) |
| 99.99326823 | 20 | |
| 99.98728249 | 20 | |
| 99.96606995 | 21 | |
| 99.86214824 | 20 | |
| 99.7785928 | 21 | |
| 99.61477228 | 23 | |
| 99.51016665 | 21 | |
| 99.28855129 | 21 | |
| 99.17691594 | 20 | |
| 98.99571002 | 21 |
| Distinct | 27726 |
|---|---|
| Distinct (%) | 87.5% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 11.54895059 |
| Minimum | -1000 |
|---|---|
| Maximum | 1000 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 14177 |
| Negative (%) | 44.7% |
| Memory size | 247.8 KiB |
Quantile statistics
| Minimum | -1000 |
|---|---|
| 5-th percentile | -173.3058835 |
| Q1 | -74.28173983 |
| median | 23.76058095 |
| Q3 | 99.00660787 |
| 95-th percentile | 173.5173596 |
| Maximum | 1000 |
| Range | 2000 |
| Interquartile range (IQR) | 173.2883477 |
Descriptive statistics
| Standard deviation | 115.5402477 |
|---|---|
| Coefficient of variation (CV) | 10.00439362 |
| Kurtosis | 2.098145587 |
| Mean | 11.54895059 |
| Median Absolute Deviation (MAD) | 85.6455441 |
| Skewness | -0.2041134584 |
| Sum | 366055.538 |
| Variance | 13349.54883 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 3.886588752 | 2 | < 0.1% |
| -107.5313365 | 2 | < 0.1% |
| -58.32117084 | 2 | < 0.1% |
| -99.10389953 | 2 | < 0.1% |
| -127.0191885 | 2 | < 0.1% |
| -127.7452992 | 2 | < 0.1% |
| -19.85539787 | 2 | < 0.1% |
| -103.4546027 | 2 | < 0.1% |
| -104.0016855 | 2 | < 0.1% |
| -105.0637029 | 2 | < 0.1% |
| Other values (27716) | 31676 |
| Value | Count | Frequency (%) |
| -1000 | 1 | |
| -1000 | 1 | |
| -1000 | 1 | |
| -995.1351408 | 1 | |
| -789.9333046 | 1 | |
| -779.7536547 | 1 | |
| -762.7525002 | 1 | |
| -741.5904736 | 1 | |
| -734.2621816 | 1 | |
| -663.8609241 | 1 |
| Value | Count | Frequency (%) |
| 1000 | 1 | |
| 1000 | 1 | |
| 1000 | 1 | |
| 1000 | 1 | |
| 893.535943 | 1 | |
| 882.4350886 | 1 | |
| 867.1875306 | 1 | |
| 803.9380719 | 1 | |
| 752.6205659 | 1 | |
| 703.4731734 | 1 |
| Distinct | 19393 |
|---|---|
| Distinct (%) | 61.2% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 21.19162565 |
| Minimum | 5.325958909 × 10-5 |
|---|---|
| Maximum | 89.96696122 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 247.8 KiB |
Quantile statistics
| Minimum | 5.325958909 × 10-5 |
|---|---|
| 5-th percentile | 1.808067204 |
| Q1 | 8.930354932 |
| median | 18.52537409 |
| Q3 | 30.69069913 |
| 95-th percentile | 49.83993634 |
| Maximum | 89.96696122 |
| Range | 89.96690796 |
| Interquartile range (IQR) | 21.7603442 |
Descriptive statistics
| Standard deviation | 15.19432811 |
|---|---|
| Coefficient of variation (CV) | 0.7169968155 |
| Kurtosis | 0.284451875 |
| Mean | 21.19162565 |
| Median Absolute Deviation (MAD) | 10.60100692 |
| Skewness | 0.8166322113 |
| Sum | 671689.7667 |
| Variance | 230.8676067 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 33.78544878 | 8 | < 0.1% |
| 15.65412429 | 6 | < 0.1% |
| 35.98518354 | 6 | < 0.1% |
| 17.86171387 | 6 | < 0.1% |
| 19.42114909 | 6 | < 0.1% |
| 45.13612038 | 6 | < 0.1% |
| 32.34490681 | 4 | < 0.1% |
| 31.79851053 | 4 | < 0.1% |
| 18.86820859 | 4 | < 0.1% |
| 28.2536975 | 4 | < 0.1% |
| Other values (19383) | 31642 |
| Value | Count | Frequency (%) |
| 5.325958909 × 10-5 | 1 | |
| 0.0009109032979 | 1 | |
| 0.001766293481 | 2 | |
| 0.003341833166 | 1 | |
| 0.004650201674 | 2 | |
| 0.005797620742 | 2 | |
| 0.005852966732 | 2 | |
| 0.006033786567 | 2 | |
| 0.006397891692 | 2 | |
| 0.006901863955 | 2 |
| Value | Count | Frequency (%) |
| 89.96696122 | 1 | |
| 86.51563564 | 2 | |
| 86.45457816 | 1 | |
| 86.06721426 | 2 | |
| 84.54821608 | 2 | |
| 82.94555888 | 1 | |
| 82.87520049 | 1 | |
| 82.77088238 | 2 | |
| 82.66651042 | 1 | |
| 82.43052269 | 2 |
| Distinct | 27721 |
|---|---|
| Distinct (%) | 87.5% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 566.3582668 |
| Minimum | 1 |
|---|---|
| Maximum | 9250.471322 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 247.8 KiB |
Quantile statistics
| Minimum | 1 |
|---|---|
| 5-th percentile | 1 |
| Q1 | 54.92296206 |
| median | 99.72988269 |
| Q3 | 219.8466414 |
| 95-th percentile | 3739.22191 |
| Maximum | 9250.471322 |
| Range | 9249.471322 |
| Interquartile range (IQR) | 164.9236794 |
Descriptive statistics
| Standard deviation | 1318.245352 |
|---|---|
| Coefficient of variation (CV) | 2.327582078 |
| Kurtosis | 12.53018665 |
| Mean | 566.3582668 |
| Median Absolute Deviation (MAD) | 71.35650053 |
| Skewness | 3.445735828 |
| Sum | 17951291.63 |
| Variance | 1737770.807 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 1 | 3962 | 12.5% |
| 84.64233348 | 2 | < 0.1% |
| 169.7856664 | 2 | < 0.1% |
| 38.52507782 | 2 | < 0.1% |
| 79.88000005 | 2 | < 0.1% |
| 603.9783333 | 2 | < 0.1% |
| 324.608 | 2 | < 0.1% |
| 43.65550143 | 2 | < 0.1% |
| 129.6669991 | 2 | < 0.1% |
| 132.2109988 | 2 | < 0.1% |
| Other values (27711) | 27716 |
| Value | Count | Frequency (%) |
| 1 | 3962 | |
| 17.42408568 | 1 | < 0.1% |
| 17.42974173 | 1 | < 0.1% |
| 17.43539848 | 1 | < 0.1% |
| 17.47602094 | 1 | < 0.1% |
| 17.50096626 | 1 | < 0.1% |
| 17.51504555 | 1 | < 0.1% |
| 17.52208506 | 1 | < 0.1% |
| 17.53407847 | 1 | < 0.1% |
| 17.53538214 | 1 | < 0.1% |
| Value | Count | Frequency (%) |
| 9250.471322 | 1 | |
| 9236.077637 | 1 | |
| 9216.805306 | 1 | |
| 9203.663281 | 1 | |
| 9195.549609 | 1 | |
| 9186.611263 | 1 | |
| 9177.979264 | 1 | |
| 9170.883594 | 1 | |
| 9165.40127 | 1 | |
| 9159.040918 | 1 |
| Distinct | 27725 |
|---|---|
| Distinct (%) | 87.5% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 562.6171926 |
| Minimum | 1 |
|---|---|
| Maximum | 9087.068766 |
| Zeros | 0 |
| Zeros (%) | 0.0% |
| Negative | 0 |
| Negative (%) | 0.0% |
| Memory size | 247.8 KiB |
Quantile statistics
| Minimum | 1 |
|---|---|
| 5-th percentile | 1 |
| Q1 | 54.79364471 |
| median | 99.64076811 |
| Q3 | 219.2524101 |
| 95-th percentile | 3732.500078 |
| Maximum | 9087.068766 |
| Range | 9086.068766 |
| Interquartile range (IQR) | 164.4587654 |
Descriptive statistics
| Standard deviation | 1305.038811 |
|---|---|
| Coefficient of variation (CV) | 2.31958573 |
| Kurtosis | 12.28189781 |
| Mean | 562.6171926 |
| Median Absolute Deviation (MAD) | 71.46902866 |
| Skewness | 3.421063788 |
| Sum | 17832714.54 |
| Variance | 1703126.299 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 1 | 3962 | 12.5% |
| 319.427 | 2 | < 0.1% |
| 44.75692126 | 2 | < 0.1% |
| 53.47335656 | 2 | < 0.1% |
| 81.20299962 | 2 | < 0.1% |
| 384.8346667 | 2 | < 0.1% |
| 136.1671674 | 2 | < 0.1% |
| 37.49976126 | 2 | < 0.1% |
| 84.34049988 | 2 | < 0.1% |
| 167.1915011 | 2 | < 0.1% |
| Other values (27715) | 27716 |
| Value | Count | Frequency (%) |
| 1 | 3962 | |
| 18.12318869 | 1 | < 0.1% |
| 18.12644771 | 1 | < 0.1% |
| 18.13761733 | 1 | < 0.1% |
| 18.14554427 | 1 | < 0.1% |
| 18.15134694 | 1 | < 0.1% |
| 18.16672977 | 1 | < 0.1% |
| 18.16731663 | 1 | < 0.1% |
| 18.18810933 | 1 | < 0.1% |
| 18.19267203 | 1 | < 0.1% |
| Value | Count | Frequency (%) |
| 9087.068766 | 1 | |
| 9076.31377 | 1 | |
| 9065.477767 | 1 | |
| 9054.041423 | 1 | |
| 9044.484082 | 1 | |
| 9033.796419 | 1 | |
| 9023.524072 | 1 | |
| 9013.355404 | 1 | |
| 9004.334245 | 1 | |
| 8996.292904 | 1 |
| Distinct | 23645 |
|---|---|
| Distinct (%) | 74.6% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.0001642678635 |
| Minimum | -0.1763339494 |
|---|---|
| Maximum | 0.205141233 |
| Zeros | 8023 |
| Zeros (%) | 25.3% |
| Negative | 11066 |
| Negative (%) | 34.9% |
| Memory size | 247.8 KiB |
Quantile statistics
| Minimum | -0.1763339494 |
|---|---|
| 5-th percentile | -0.01387741017 |
| Q1 | -0.001826896257 |
| median | 0 |
| Q3 | 0.002561911163 |
| 95-th percentile | 0.01374195042 |
| Maximum | 0.205141233 |
| Range | 0.3814751825 |
| Interquartile range (IQR) | 0.00438880742 |
Descriptive statistics
| Standard deviation | 0.01006872973 |
|---|---|
| Coefficient of variation (CV) | 61.29458021 |
| Kurtosis | 36.68069104 |
| Mean | 0.0001642678635 |
| Median Absolute Deviation (MAD) | 0.002193239744 |
| Skewness | 0.04386948179 |
| Sum | 5.2066342 |
| Variance | 0.0001013793185 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 0 | 8023 | 25.3% |
| -0.0007515331484 | 2 | < 0.1% |
| -0.0001815424287 | 2 | < 0.1% |
| 0.004092967701 | 2 | < 0.1% |
| 0.01000122114 | 2 | < 0.1% |
| 0.002044389804 | 2 | < 0.1% |
| 0.005754203521 | 2 | < 0.1% |
| -0.0009318354247 | 2 | < 0.1% |
| 0.0007225864949 | 2 | < 0.1% |
| 0.004348524142 | 2 | < 0.1% |
| Other values (23635) | 23655 |
| Value | Count | Frequency (%) |
| -0.1763339494 | 1 | |
| -0.136132283 | 1 | |
| -0.1332942849 | 1 | |
| -0.1276045697 | 1 | |
| -0.1241948667 | 1 | |
| -0.1112503874 | 1 | |
| -0.1088862894 | 1 | |
| -0.1054790915 | 1 | |
| -0.1012539015 | 1 | |
| -0.1009403772 | 1 |
| Value | Count | Frequency (%) |
| 0.205141233 | 1 | |
| 0.1900630459 | 1 | |
| 0.1840890402 | 1 | |
| 0.1345576672 | 1 | |
| 0.1297029653 | 1 | |
| 0.1265936705 | 1 | |
| 0.1173607667 | 1 | |
| 0.1095818305 | 1 | |
| 0.1024553146 | 1 | |
| 0.09512265012 | 1 |
close_30_sma_delta
Real number (ℝ)
HIGH CORRELATIONHIGH CORRELATIONHIGH CORRELATIONHIGH CORRELATIONZEROS| Distinct | 27727 |
|---|---|
| Distinct (%) | 87.5% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.0001682629109 |
| Minimum | -0.01863422071 |
|---|---|
| Maximum | 0.01284527256 |
| Zeros | 3970 |
| Zeros (%) | 12.5% |
| Negative | 11370 |
| Negative (%) | 35.9% |
| Memory size | 247.8 KiB |
Quantile statistics
| Minimum | -0.01863422071 |
|---|---|
| 5-th percentile | -0.002249121152 |
| Q1 | -0.0003180675325 |
| median | 4.142513037 × 10-5 |
| Q3 | 0.0007780386125 |
| 95-th percentile | 0.002679058769 |
| Maximum | 0.01284527256 |
| Range | 0.03147949328 |
| Interquartile range (IQR) | 0.001096106145 |
Descriptive statistics
| Standard deviation | 0.001627119008 |
|---|---|
| Coefficient of variation (CV) | 9.670099011 |
| Kurtosis | 11.36280705 |
| Mean | 0.0001682629109 |
| Median Absolute Deviation (MAD) | 0.0005429325531 |
| Skewness | -1.132764488 |
| Sum | 5.333261224 |
| Variance | 2.647516267 × 10-6 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 0 | 3970 | 12.5% |
| -0.0001184026938 | 1 | < 0.1% |
| 0.000149420785 | 1 | < 0.1% |
| 1.987238869 × 10-5 | 1 | < 0.1% |
| -0.0003014059636 | 1 | < 0.1% |
| 0.001992721937 | 1 | < 0.1% |
| 0.0003171267738 | 1 | < 0.1% |
| 0.000225496213 | 1 | < 0.1% |
| 0.000186786445 | 1 | < 0.1% |
| 0.0005109568338 | 1 | < 0.1% |
| Other values (27717) | 27717 |
| Value | Count | Frequency (%) |
| -0.01863422071 | 1 | |
| -0.01789413747 | 1 | |
| -0.01721566151 | 1 | |
| -0.01629739532 | 1 | |
| -0.01563617998 | 1 | |
| -0.0155383473 | 1 | |
| -0.01552559811 | 1 | |
| -0.01539542549 | 1 | |
| -0.01453510231 | 1 | |
| -0.01437984122 | 1 |
| Value | Count | Frequency (%) |
| 0.01284527256 | 1 | |
| 0.01058640144 | 1 | |
| 0.01053523171 | 1 | |
| 0.0101496853 | 1 | |
| 0.009822538736 | 1 | |
| 0.009738103201 | 1 | |
| 0.009726994198 | 1 | |
| 0.009633290506 | 1 | |
| 0.009541374965 | 1 | |
| 0.009484879296 | 1 |
close_60_sma_delta
Real number (ℝ)
HIGH CORRELATIONHIGH CORRELATIONHIGH CORRELATIONHIGH CORRELATIONZEROS| Distinct | 27729 |
|---|---|
| Distinct (%) | 87.5% |
| Missing | 0 |
| Missing (%) | 0.0% |
| Infinite | 0 |
| Infinite (%) | 0.0% |
| Mean | 0.0001681100943 |
| Minimum | -0.0125671279 |
|---|---|
| Maximum | 0.008362052995 |
| Zeros | 3968 |
| Zeros (%) | 12.5% |
| Negative | 10597 |
| Negative (%) | 33.4% |
| Memory size | 247.8 KiB |
Quantile statistics
| Minimum | -0.0125671279 |
|---|---|
| 5-th percentile | -0.001508036987 |
| Q1 | -0.0001993420139 |
| median | 7.384878418 × 10-5 |
| Q3 | 0.0006457460813 |
| 95-th percentile | 0.00193007581 |
| Maximum | 0.008362052995 |
| Range | 0.0209291809 |
| Interquartile range (IQR) | 0.0008450880952 |
Descriptive statistics
| Standard deviation | 0.001173171597 |
|---|---|
| Coefficient of variation (CV) | 6.978591036 |
| Kurtosis | 11.76598848 |
| Mean | 0.0001681100943 |
| Median Absolute Deviation (MAD) | 0.0004236615905 |
| Skewness | -1.354112118 |
| Sum | 5.32841755 |
| Variance | 1.376331597 × 10-6 |
| Monotonicity | Not monotonic |
Histogram with fixed size bins (bins=50)
| Value | Count | Frequency (%) |
| 0 | 3968 | 12.5% |
| -0.0002391990039 | 1 | < 0.1% |
| 0.001105217873 | 1 | < 0.1% |
| -0.0003007752485 | 1 | < 0.1% |
| 0.0008846102494 | 1 | < 0.1% |
| 0.001768111361 | 1 | < 0.1% |
| 0.0003277002517 | 1 | < 0.1% |
| 0.0009712067498 | 1 | < 0.1% |
| -3.035712197 × 10-6 | 1 | < 0.1% |
| 0.0003463545292 | 1 | < 0.1% |
| Other values (27719) | 27719 |
| Value | Count | Frequency (%) |
| -0.0125671279 | 1 | |
| -0.01135922815 | 1 | |
| -0.01124218625 | 1 | |
| -0.01114830836 | 1 | |
| -0.01100740165 | 1 | |
| -0.01066467379 | 1 | |
| -0.01046059088 | 1 | |
| -0.01027345291 | 1 | |
| -0.01013546363 | 1 | |
| -0.01010199643 | 1 |
| Value | Count | Frequency (%) |
| 0.008362052995 | 1 | |
| 0.007787206606 | 1 | |
| 0.007651545235 | 1 | |
| 0.007277861768 | 1 | |
| 0.007254694255 | 1 | |
| 0.007075441639 | 1 | |
| 0.00703741477 | 1 | |
| 0.006758663698 | 1 | |
| 0.006574886952 | 1 | |
| 0.00657273715 | 1 |
Spearman's ρ
The Spearman's rank correlation coefficient (ρ) is a measure of monotonic correlation between two variables, and is therefore better in catching nonlinear monotonic correlations than Pearson's r. It's value lies between -1 and +1, -1 indicating total negative monotonic correlation, 0 indicating no monotonic correlation and 1 indicating total positive monotonic correlation.To calculate ρ for two variables X and Y, one divides the covariance of the rank variables of X and Y by the product of their standard deviations.
Pearson's r
The Pearson's correlation coefficient (r) is a measure of linear correlation between two variables. It's value lies between -1 and +1, -1 indicating total negative linear correlation, 0 indicating no linear correlation and 1 indicating total positive linear correlation. Furthermore, r is invariant under separate changes in location and scale of the two variables, implying that for a linear function the angle to the x-axis does not affect r.To calculate r for two variables X and Y, one divides the covariance of X and Y by the product of their standard deviations.
Kendall's τ
Similarly to Spearman's rank correlation coefficient, the Kendall rank correlation coefficient (τ) measures ordinal association between two variables. It's value lies between -1 and +1, -1 indicating total negative correlation, 0 indicating no correlation and 1 indicating total positive correlation.To calculate τ for two variables X and Y, one determines the number of concordant and discordant pairs of observations. τ is given by the number of concordant pairs minus the discordant pairs divided by the total number of pairs.
Phik (φk)
Phik (φk) is a new and practical correlation coefficient that works consistently between categorical, ordinal and interval variables, captures non-linear dependency and reverts to the Pearson correlation coefficient in case of a bivariate normal input distribution. There is extensive documentation available here. A simple visualization of nullity by column.
Nullity matrix is a data-dense display which lets you quickly visually pick out patterns in data completion.
First rows
| df_index | date | month | close | volume | tic | macd | rsi_30 | cci_30 | dx_30 | close_30_sma | close_60_sma | cov_list | return_list | close_delta | close_30_sma_delta | close_60_sma_delta | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 8 | 2005-12-02 | 12 | 60.696033 | 151700.0 | AGG | 0.012058 | 46.967462 | -68.910256 | 26.937726 | 60.695107 | 60.938548 | [[4.443516190318833e-06, 1.9774519124737066e-07, 0.0, -5.803599581922439e-07, -1.5429081383471754e-07, 5.6602836850795625e-06, 8.367269727651789e-07, 1.0049916579112641e-07], [1.9774519124737066e-07, 0.00011261230263203964, 0.0, 1.3933736026889925e-05, 2.1705037171807105e-05, 1.1121157408651671e-06, 3.0132836825512744e-06, 6.298660318999602e-07], [0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0], [-5.803599581922439e-07, 1.3933736026889925e-05, 0.0, 0.00014778193224201312, 8.193562524751995e-06, -1.2896958321102981e-06, 4.570110829795626e-06, 5.811428049174972e-05], [-1.5429081383471754e-07, 2.1705037171807105e-05, 0.0, 8.193562524751995e-06, 5.595599484021123e-05, -5.870751512088481e-07, 3.004756929141559e-07, -1.0145834657098607e-06], [5.6602836850795625e-06, 1.1121157408651671e-06, 0.0, -1.2896958321102981e-06, -5.870751512088481e-07, 1.0443206120917182e-05, 7.026246918185634e-07, -6.837384708253667e-07], [8.367269727651789e-07, 3.0132836825512744e-06, 0.0, 4.570110829795626e-06, 3.004756929141559e-07, 7.026246918185634e-07, 1.2925457649386389e-05, 7.714864124891602e-07], [1.0049916579112641e-07, 6.298660318999602e-07, 0.0, 5.811428049174972e-05, -1.0145834657098607e-06, -6.837384708253667e-07, 7.714864124891602e-07, 4.2677738394002434e-05]] | tic AGG COM CSH EEM GLD IEF LOV \ date 2004-12-03 0.005801 -0.000413 0.0 0.004535 -0.012229 0.009998 0.00000 2004-12-06 0.001075 0.003168 0.0 -0.001420 0.009815 0.001885 0.00000 2004-12-07 0.001367 -0.019563 0.0 -0.015340 -0.002795 -0.000117 0.00000 2004-12-08 0.003414 -0.003081 0.0 -0.005262 -0.032934 0.007411 0.00000 2004-12-09 -0.001360 0.003792 0.0 -0.016284 0.000461 -0.002336 0.00000 ... ... ... ... ... ... ... ... 2005-11-28 -0.000497 -0.005407 0.0 -0.007038 0.017235 0.004312 0.00000 2005-11-29 -0.001393 -0.002138 0.0 -0.008860 0.000000 -0.005486 0.00000 2005-11-30 -0.002091 0.018609 0.0 0.002384 -0.000696 -0.000481 0.00000 2005-12-01 -0.001413 0.021274 0.0 0.026159 0.008245 -0.002251 0.01213 2005-12-02 0.000000 0.016241 0.0 -0.001159 0.005529 0.000844 0.00000 tic SNP date 2004-12-03 0.000714 2004-12-06 -0.000736 2004-12-07 -0.011040 2004-12-08 0.005104 2004-12-09 0.005471 ... ... 2005-11-28 -0.006292 2005-11-29 0.000195 2005-11-30 -0.006036 2005-12-01 0.012160 2005-12-02 0.000330 [252 rows x 8 columns] | 0.000000 | -0.000118 | -0.000239 |
| 1 | 9 | 2005-12-02 | 12 | 172.699997 | 0.0 | COM | -0.462428 | 55.085551 | 130.810523 | 18.357403 | 167.429001 | 170.495167 | [[4.443516190318833e-06, 1.9774519124737066e-07, 0.0, -5.803599581922439e-07, -1.5429081383471754e-07, 5.6602836850795625e-06, 8.367269727651789e-07, 1.0049916579112641e-07], [1.9774519124737066e-07, 0.00011261230263203964, 0.0, 1.3933736026889925e-05, 2.1705037171807105e-05, 1.1121157408651671e-06, 3.0132836825512744e-06, 6.298660318999602e-07], [0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0], [-5.803599581922439e-07, 1.3933736026889925e-05, 0.0, 0.00014778193224201312, 8.193562524751995e-06, -1.2896958321102981e-06, 4.570110829795626e-06, 5.811428049174972e-05], [-1.5429081383471754e-07, 2.1705037171807105e-05, 0.0, 8.193562524751995e-06, 5.595599484021123e-05, -5.870751512088481e-07, 3.004756929141559e-07, -1.0145834657098607e-06], [5.6602836850795625e-06, 1.1121157408651671e-06, 0.0, -1.2896958321102981e-06, -5.870751512088481e-07, 1.0443206120917182e-05, 7.026246918185634e-07, -6.837384708253667e-07], [8.367269727651789e-07, 3.0132836825512744e-06, 0.0, 4.570110829795626e-06, 3.004756929141559e-07, 7.026246918185634e-07, 1.2925457649386389e-05, 7.714864124891602e-07], [1.0049916579112641e-07, 6.298660318999602e-07, 0.0, 5.811428049174972e-05, -1.0145834657098607e-06, -6.837384708253667e-07, 7.714864124891602e-07, 4.2677738394002434e-05]] | tic AGG COM CSH EEM GLD IEF LOV \ date 2004-12-03 0.005801 -0.000413 0.0 0.004535 -0.012229 0.009998 0.00000 2004-12-06 0.001075 0.003168 0.0 -0.001420 0.009815 0.001885 0.00000 2004-12-07 0.001367 -0.019563 0.0 -0.015340 -0.002795 -0.000117 0.00000 2004-12-08 0.003414 -0.003081 0.0 -0.005262 -0.032934 0.007411 0.00000 2004-12-09 -0.001360 0.003792 0.0 -0.016284 0.000461 -0.002336 0.00000 ... ... ... ... ... ... ... ... 2005-11-28 -0.000497 -0.005407 0.0 -0.007038 0.017235 0.004312 0.00000 2005-11-29 -0.001393 -0.002138 0.0 -0.008860 0.000000 -0.005486 0.00000 2005-11-30 -0.002091 0.018609 0.0 0.002384 -0.000696 -0.000481 0.00000 2005-12-01 -0.001413 0.021274 0.0 0.026159 0.008245 -0.002251 0.01213 2005-12-02 0.000000 0.016241 0.0 -0.001159 0.005529 0.000844 0.00000 tic SNP date 2004-12-03 0.000714 2004-12-06 -0.000736 2004-12-07 -0.011040 2004-12-08 0.005104 2004-12-09 0.005471 ... ... 2005-11-28 -0.006292 2005-11-29 0.000195 2005-11-30 -0.006036 2005-12-01 0.012160 2005-12-02 0.000330 [252 rows x 8 columns] | 0.016111 | -0.000167 | 0.000395 |
| 2 | 10 | 2005-12-02 | 12 | 1.000000 | 0.0 | CSH | 0.000000 | 55.085551 | 130.810523 | 18.357403 | 1.000000 | 1.000000 | [[4.443516190318833e-06, 1.9774519124737066e-07, 0.0, -5.803599581922439e-07, -1.5429081383471754e-07, 5.6602836850795625e-06, 8.367269727651789e-07, 1.0049916579112641e-07], [1.9774519124737066e-07, 0.00011261230263203964, 0.0, 1.3933736026889925e-05, 2.1705037171807105e-05, 1.1121157408651671e-06, 3.0132836825512744e-06, 6.298660318999602e-07], [0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0], [-5.803599581922439e-07, 1.3933736026889925e-05, 0.0, 0.00014778193224201312, 8.193562524751995e-06, -1.2896958321102981e-06, 4.570110829795626e-06, 5.811428049174972e-05], [-1.5429081383471754e-07, 2.1705037171807105e-05, 0.0, 8.193562524751995e-06, 5.595599484021123e-05, -5.870751512088481e-07, 3.004756929141559e-07, -1.0145834657098607e-06], [5.6602836850795625e-06, 1.1121157408651671e-06, 0.0, -1.2896958321102981e-06, -5.870751512088481e-07, 1.0443206120917182e-05, 7.026246918185634e-07, -6.837384708253667e-07], [8.367269727651789e-07, 3.0132836825512744e-06, 0.0, 4.570110829795626e-06, 3.004756929141559e-07, 7.026246918185634e-07, 1.2925457649386389e-05, 7.714864124891602e-07], [1.0049916579112641e-07, 6.298660318999602e-07, 0.0, 5.811428049174972e-05, -1.0145834657098607e-06, -6.837384708253667e-07, 7.714864124891602e-07, 4.2677738394002434e-05]] | tic AGG COM CSH EEM GLD IEF LOV \ date 2004-12-03 0.005801 -0.000413 0.0 0.004535 -0.012229 0.009998 0.00000 2004-12-06 0.001075 0.003168 0.0 -0.001420 0.009815 0.001885 0.00000 2004-12-07 0.001367 -0.019563 0.0 -0.015340 -0.002795 -0.000117 0.00000 2004-12-08 0.003414 -0.003081 0.0 -0.005262 -0.032934 0.007411 0.00000 2004-12-09 -0.001360 0.003792 0.0 -0.016284 0.000461 -0.002336 0.00000 ... ... ... ... ... ... ... ... 2005-11-28 -0.000497 -0.005407 0.0 -0.007038 0.017235 0.004312 0.00000 2005-11-29 -0.001393 -0.002138 0.0 -0.008860 0.000000 -0.005486 0.00000 2005-11-30 -0.002091 0.018609 0.0 0.002384 -0.000696 -0.000481 0.00000 2005-12-01 -0.001413 0.021274 0.0 0.026159 0.008245 -0.002251 0.01213 2005-12-02 0.000000 0.016241 0.0 -0.001159 0.005529 0.000844 0.00000 tic SNP date 2004-12-03 0.000714 2004-12-06 -0.000736 2004-12-07 -0.011040 2004-12-08 0.005104 2004-12-09 0.005471 ... ... 2005-11-28 -0.006292 2005-11-29 0.000195 2005-11-30 -0.006036 2005-12-01 0.012160 2005-12-02 0.000330 [252 rows x 8 columns] | 0.000000 | 0.000000 | 0.000000 |
| 3 | 11 | 2005-12-02 | 12 | 21.094902 | 7122000.0 | EEM | 0.322598 | 59.927655 | 134.572637 | 31.552834 | 20.028573 | 19.990479 | [[4.443516190318833e-06, 1.9774519124737066e-07, 0.0, -5.803599581922439e-07, -1.5429081383471754e-07, 5.6602836850795625e-06, 8.367269727651789e-07, 1.0049916579112641e-07], [1.9774519124737066e-07, 0.00011261230263203964, 0.0, 1.3933736026889925e-05, 2.1705037171807105e-05, 1.1121157408651671e-06, 3.0132836825512744e-06, 6.298660318999602e-07], [0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0], [-5.803599581922439e-07, 1.3933736026889925e-05, 0.0, 0.00014778193224201312, 8.193562524751995e-06, -1.2896958321102981e-06, 4.570110829795626e-06, 5.811428049174972e-05], [-1.5429081383471754e-07, 2.1705037171807105e-05, 0.0, 8.193562524751995e-06, 5.595599484021123e-05, -5.870751512088481e-07, 3.004756929141559e-07, -1.0145834657098607e-06], [5.6602836850795625e-06, 1.1121157408651671e-06, 0.0, -1.2896958321102981e-06, -5.870751512088481e-07, 1.0443206120917182e-05, 7.026246918185634e-07, -6.837384708253667e-07], [8.367269727651789e-07, 3.0132836825512744e-06, 0.0, 4.570110829795626e-06, 3.004756929141559e-07, 7.026246918185634e-07, 1.2925457649386389e-05, 7.714864124891602e-07], [1.0049916579112641e-07, 6.298660318999602e-07, 0.0, 5.811428049174972e-05, -1.0145834657098607e-06, -6.837384708253667e-07, 7.714864124891602e-07, 4.2677738394002434e-05]] | tic AGG COM CSH EEM GLD IEF LOV \ date 2004-12-03 0.005801 -0.000413 0.0 0.004535 -0.012229 0.009998 0.00000 2004-12-06 0.001075 0.003168 0.0 -0.001420 0.009815 0.001885 0.00000 2004-12-07 0.001367 -0.019563 0.0 -0.015340 -0.002795 -0.000117 0.00000 2004-12-08 0.003414 -0.003081 0.0 -0.005262 -0.032934 0.007411 0.00000 2004-12-09 -0.001360 0.003792 0.0 -0.016284 0.000461 -0.002336 0.00000 ... ... ... ... ... ... ... ... 2005-11-28 -0.000497 -0.005407 0.0 -0.007038 0.017235 0.004312 0.00000 2005-11-29 -0.001393 -0.002138 0.0 -0.008860 0.000000 -0.005486 0.00000 2005-11-30 -0.002091 0.018609 0.0 0.002384 -0.000696 -0.000481 0.00000 2005-12-01 -0.001413 0.021274 0.0 0.026159 0.008245 -0.002251 0.01213 2005-12-02 0.000000 0.016241 0.0 -0.001159 0.005529 0.000844 0.00000 tic SNP date 2004-12-03 0.000714 2004-12-06 -0.000736 2004-12-07 -0.011040 2004-12-08 0.005104 2004-12-09 0.005471 ... ... 2005-11-28 -0.006292 2005-11-29 0.000195 2005-11-30 -0.006036 2005-12-01 0.012160 2005-12-02 0.000330 [252 rows x 8 columns] | -0.001159 | 0.003223 | 0.001062 |
| 4 | 12 | 2005-12-02 | 12 | 174.600000 | 0.0 | GLD | 3.125974 | 67.738443 | 151.793556 | 31.552834 | 165.094333 | 163.204000 | [[4.443516190318833e-06, 1.9774519124737066e-07, 0.0, -5.803599581922439e-07, -1.5429081383471754e-07, 5.6602836850795625e-06, 8.367269727651789e-07, 1.0049916579112641e-07], [1.9774519124737066e-07, 0.00011261230263203964, 0.0, 1.3933736026889925e-05, 2.1705037171807105e-05, 1.1121157408651671e-06, 3.0132836825512744e-06, 6.298660318999602e-07], [0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0], [-5.803599581922439e-07, 1.3933736026889925e-05, 0.0, 0.00014778193224201312, 8.193562524751995e-06, -1.2896958321102981e-06, 4.570110829795626e-06, 5.811428049174972e-05], [-1.5429081383471754e-07, 2.1705037171807105e-05, 0.0, 8.193562524751995e-06, 5.595599484021123e-05, -5.870751512088481e-07, 3.004756929141559e-07, -1.0145834657098607e-06], [5.6602836850795625e-06, 1.1121157408651671e-06, 0.0, -1.2896958321102981e-06, -5.870751512088481e-07, 1.0443206120917182e-05, 7.026246918185634e-07, -6.837384708253667e-07], [8.367269727651789e-07, 3.0132836825512744e-06, 0.0, 4.570110829795626e-06, 3.004756929141559e-07, 7.026246918185634e-07, 1.2925457649386389e-05, 7.714864124891602e-07], [1.0049916579112641e-07, 6.298660318999602e-07, 0.0, 5.811428049174972e-05, -1.0145834657098607e-06, -6.837384708253667e-07, 7.714864124891602e-07, 4.2677738394002434e-05]] | tic AGG COM CSH EEM GLD IEF LOV \ date 2004-12-03 0.005801 -0.000413 0.0 0.004535 -0.012229 0.009998 0.00000 2004-12-06 0.001075 0.003168 0.0 -0.001420 0.009815 0.001885 0.00000 2004-12-07 0.001367 -0.019563 0.0 -0.015340 -0.002795 -0.000117 0.00000 2004-12-08 0.003414 -0.003081 0.0 -0.005262 -0.032934 0.007411 0.00000 2004-12-09 -0.001360 0.003792 0.0 -0.016284 0.000461 -0.002336 0.00000 ... ... ... ... ... ... ... ... 2005-11-28 -0.000497 -0.005407 0.0 -0.007038 0.017235 0.004312 0.00000 2005-11-29 -0.001393 -0.002138 0.0 -0.008860 0.000000 -0.005486 0.00000 2005-11-30 -0.002091 0.018609 0.0 0.002384 -0.000696 -0.000481 0.00000 2005-12-01 -0.001413 0.021274 0.0 0.026159 0.008245 -0.002251 0.01213 2005-12-02 0.000000 0.016241 0.0 -0.001159 0.005529 0.000844 0.00000 tic SNP date 2004-12-03 0.000714 2004-12-06 -0.000736 2004-12-07 -0.011040 2004-12-08 0.005104 2004-12-09 0.005471 ... ... 2005-11-28 -0.006292 2005-11-29 0.000195 2005-11-30 -0.006036 2005-12-01 0.012160 2005-12-02 0.000330 [252 rows x 8 columns] | 0.005513 | 0.002572 | 0.002040 |
| 5 | 13 | 2005-12-02 | 12 | 55.582989 | 343200.0 | IEF | 0.038270 | 48.420294 | -22.140277 | 18.743677 | 55.454937 | 55.790687 | [[4.443516190318833e-06, 1.9774519124737066e-07, 0.0, -5.803599581922439e-07, -1.5429081383471754e-07, 5.6602836850795625e-06, 8.367269727651789e-07, 1.0049916579112641e-07], [1.9774519124737066e-07, 0.00011261230263203964, 0.0, 1.3933736026889925e-05, 2.1705037171807105e-05, 1.1121157408651671e-06, 3.0132836825512744e-06, 6.298660318999602e-07], [0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0], [-5.803599581922439e-07, 1.3933736026889925e-05, 0.0, 0.00014778193224201312, 8.193562524751995e-06, -1.2896958321102981e-06, 4.570110829795626e-06, 5.811428049174972e-05], [-1.5429081383471754e-07, 2.1705037171807105e-05, 0.0, 8.193562524751995e-06, 5.595599484021123e-05, -5.870751512088481e-07, 3.004756929141559e-07, -1.0145834657098607e-06], [5.6602836850795625e-06, 1.1121157408651671e-06, 0.0, -1.2896958321102981e-06, -5.870751512088481e-07, 1.0443206120917182e-05, 7.026246918185634e-07, -6.837384708253667e-07], [8.367269727651789e-07, 3.0132836825512744e-06, 0.0, 4.570110829795626e-06, 3.004756929141559e-07, 7.026246918185634e-07, 1.2925457649386389e-05, 7.714864124891602e-07], [1.0049916579112641e-07, 6.298660318999602e-07, 0.0, 5.811428049174972e-05, -1.0145834657098607e-06, -6.837384708253667e-07, 7.714864124891602e-07, 4.2677738394002434e-05]] | tic AGG COM CSH EEM GLD IEF LOV \ date 2004-12-03 0.005801 -0.000413 0.0 0.004535 -0.012229 0.009998 0.00000 2004-12-06 0.001075 0.003168 0.0 -0.001420 0.009815 0.001885 0.00000 2004-12-07 0.001367 -0.019563 0.0 -0.015340 -0.002795 -0.000117 0.00000 2004-12-08 0.003414 -0.003081 0.0 -0.005262 -0.032934 0.007411 0.00000 2004-12-09 -0.001360 0.003792 0.0 -0.016284 0.000461 -0.002336 0.00000 ... ... ... ... ... ... ... ... 2005-11-28 -0.000497 -0.005407 0.0 -0.007038 0.017235 0.004312 0.00000 2005-11-29 -0.001393 -0.002138 0.0 -0.008860 0.000000 -0.005486 0.00000 2005-11-30 -0.002091 0.018609 0.0 0.002384 -0.000696 -0.000481 0.00000 2005-12-01 -0.001413 0.021274 0.0 0.026159 0.008245 -0.002251 0.01213 2005-12-02 0.000000 0.016241 0.0 -0.001159 0.005529 0.000844 0.00000 tic SNP date 2004-12-03 0.000714 2004-12-06 -0.000736 2004-12-07 -0.011040 2004-12-08 0.005104 2004-12-09 0.005471 ... ... 2005-11-28 -0.006292 2005-11-29 0.000195 2005-11-30 -0.006036 2005-12-01 0.012160 2005-12-02 0.000330 [252 rows x 8 columns] | 0.000844 | -0.000035 | -0.000337 |
| 6 | 14 | 2005-12-02 | 12 | 105.212552 | 0.0 | LOV | 0.672489 | 84.378224 | 99.172536 | 18.743677 | 103.096304 | 102.436866 | [[4.443516190318833e-06, 1.9774519124737066e-07, 0.0, -5.803599581922439e-07, -1.5429081383471754e-07, 5.6602836850795625e-06, 8.367269727651789e-07, 1.0049916579112641e-07], [1.9774519124737066e-07, 0.00011261230263203964, 0.0, 1.3933736026889925e-05, 2.1705037171807105e-05, 1.1121157408651671e-06, 3.0132836825512744e-06, 6.298660318999602e-07], [0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0], [-5.803599581922439e-07, 1.3933736026889925e-05, 0.0, 0.00014778193224201312, 8.193562524751995e-06, -1.2896958321102981e-06, 4.570110829795626e-06, 5.811428049174972e-05], [-1.5429081383471754e-07, 2.1705037171807105e-05, 0.0, 8.193562524751995e-06, 5.595599484021123e-05, -5.870751512088481e-07, 3.004756929141559e-07, -1.0145834657098607e-06], [5.6602836850795625e-06, 1.1121157408651671e-06, 0.0, -1.2896958321102981e-06, -5.870751512088481e-07, 1.0443206120917182e-05, 7.026246918185634e-07, -6.837384708253667e-07], [8.367269727651789e-07, 3.0132836825512744e-06, 0.0, 4.570110829795626e-06, 3.004756929141559e-07, 7.026246918185634e-07, 1.2925457649386389e-05, 7.714864124891602e-07], [1.0049916579112641e-07, 6.298660318999602e-07, 0.0, 5.811428049174972e-05, -1.0145834657098607e-06, -6.837384708253667e-07, 7.714864124891602e-07, 4.2677738394002434e-05]] | tic AGG COM CSH EEM GLD IEF LOV \ date 2004-12-03 0.005801 -0.000413 0.0 0.004535 -0.012229 0.009998 0.00000 2004-12-06 0.001075 0.003168 0.0 -0.001420 0.009815 0.001885 0.00000 2004-12-07 0.001367 -0.019563 0.0 -0.015340 -0.002795 -0.000117 0.00000 2004-12-08 0.003414 -0.003081 0.0 -0.005262 -0.032934 0.007411 0.00000 2004-12-09 -0.001360 0.003792 0.0 -0.016284 0.000461 -0.002336 0.00000 ... ... ... ... ... ... ... ... 2005-11-28 -0.000497 -0.005407 0.0 -0.007038 0.017235 0.004312 0.00000 2005-11-29 -0.001393 -0.002138 0.0 -0.008860 0.000000 -0.005486 0.00000 2005-11-30 -0.002091 0.018609 0.0 0.002384 -0.000696 -0.000481 0.00000 2005-12-01 -0.001413 0.021274 0.0 0.026159 0.008245 -0.002251 0.01213 2005-12-02 0.000000 0.016241 0.0 -0.001159 0.005529 0.000844 0.00000 tic SNP date 2004-12-03 0.000714 2004-12-06 -0.000736 2004-12-07 -0.011040 2004-12-08 0.005104 2004-12-09 0.005471 ... ... 2005-11-28 -0.006292 2005-11-29 0.000195 2005-11-30 -0.006036 2005-12-01 0.012160 2005-12-02 0.000330 [252 rows x 8 columns] | 0.000000 | 0.001548 | 0.000391 |
| 7 | 15 | 2005-12-02 | 12 | 1910.859985 | 0.0 | SNP | 22.823858 | 61.614937 | 116.183309 | 34.836608 | 1848.760014 | 1835.807670 | [[4.443516190318833e-06, 1.9774519124737066e-07, 0.0, -5.803599581922439e-07, -1.5429081383471754e-07, 5.6602836850795625e-06, 8.367269727651789e-07, 1.0049916579112641e-07], [1.9774519124737066e-07, 0.00011261230263203964, 0.0, 1.3933736026889925e-05, 2.1705037171807105e-05, 1.1121157408651671e-06, 3.0132836825512744e-06, 6.298660318999602e-07], [0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0], [-5.803599581922439e-07, 1.3933736026889925e-05, 0.0, 0.00014778193224201312, 8.193562524751995e-06, -1.2896958321102981e-06, 4.570110829795626e-06, 5.811428049174972e-05], [-1.5429081383471754e-07, 2.1705037171807105e-05, 0.0, 8.193562524751995e-06, 5.595599484021123e-05, -5.870751512088481e-07, 3.004756929141559e-07, -1.0145834657098607e-06], [5.6602836850795625e-06, 1.1121157408651671e-06, 0.0, -1.2896958321102981e-06, -5.870751512088481e-07, 1.0443206120917182e-05, 7.026246918185634e-07, -6.837384708253667e-07], [8.367269727651789e-07, 3.0132836825512744e-06, 0.0, 4.570110829795626e-06, 3.004756929141559e-07, 7.026246918185634e-07, 1.2925457649386389e-05, 7.714864124891602e-07], [1.0049916579112641e-07, 6.298660318999602e-07, 0.0, 5.811428049174972e-05, -1.0145834657098607e-06, -6.837384708253667e-07, 7.714864124891602e-07, 4.2677738394002434e-05]] | tic AGG COM CSH EEM GLD IEF LOV \ date 2004-12-03 0.005801 -0.000413 0.0 0.004535 -0.012229 0.009998 0.00000 2004-12-06 0.001075 0.003168 0.0 -0.001420 0.009815 0.001885 0.00000 2004-12-07 0.001367 -0.019563 0.0 -0.015340 -0.002795 -0.000117 0.00000 2004-12-08 0.003414 -0.003081 0.0 -0.005262 -0.032934 0.007411 0.00000 2004-12-09 -0.001360 0.003792 0.0 -0.016284 0.000461 -0.002336 0.00000 ... ... ... ... ... ... ... ... 2005-11-28 -0.000497 -0.005407 0.0 -0.007038 0.017235 0.004312 0.00000 2005-11-29 -0.001393 -0.002138 0.0 -0.008860 0.000000 -0.005486 0.00000 2005-11-30 -0.002091 0.018609 0.0 0.002384 -0.000696 -0.000481 0.00000 2005-12-01 -0.001413 0.021274 0.0 0.026159 0.008245 -0.002251 0.01213 2005-12-02 0.000000 0.016241 0.0 -0.001159 0.005529 0.000844 0.00000 tic SNP date 2004-12-03 0.000714 2004-12-06 -0.000736 2004-12-07 -0.011040 2004-12-08 0.005104 2004-12-09 0.005471 ... ... 2005-11-28 -0.006292 2005-11-29 0.000195 2005-11-30 -0.006036 2005-12-01 0.012160 2005-12-02 0.000330 [252 rows x 8 columns] | 0.000330 | 0.001983 | 0.000471 |
| 8 | 16 | 2005-12-05 | 12 | 60.726540 | 308600.0 | AGG | 0.006498 | 47.530597 | -81.567970 | 33.403590 | 60.688534 | 60.924578 | [[4.313365884232753e-06, 2.301302210038969e-07, 0.0, -6.440498403801806e-07, 1.4558866593012876e-07, 5.428445224640519e-06, 8.41118185307344e-07, 8.714416173446448e-08], [2.301302210038969e-07, 0.00011265188630656246, 0.0, 1.4041407832339131e-05, 2.1723503189130176e-05, 1.1167061265445353e-06, 3.0095342392872098e-06, 5.961312866558709e-07], [0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0], [-6.440498403801806e-07, 1.4041407832339131e-05, 0.0, 0.00014792774451162833, 8.519719081786313e-06, -1.505486285990452e-06, 4.567139070889482e-06, 5.8036320747881825e-05], [1.4558866593012876e-07, 2.1723503189130176e-05, 0.0, 8.519719081786313e-06, 5.544691343237031e-05, -1.56639446427476e-07, 2.8516697980484113e-07, -1.0562169768924186e-06], [5.428445224640519e-06, 1.1167061265445353e-06, 0.0, -1.505486285990452e-06, -1.56639446427476e-07, 1.0089406941069295e-05, 7.134078346183685e-07, -6.662265487438618e-07], [8.41118185307344e-07, 3.0095342392872098e-06, 0.0, 4.567139070889482e-06, 2.8516697980484113e-07, 7.134078346183685e-07, 1.2925457649386389e-05, 7.740035600417371e-07], [8.714416173446448e-08, 5.961312866558709e-07, 0.0, 5.8036320747881825e-05, -1.0562169768924186e-06, -6.662265487438618e-07, 7.740035600417371e-07, 4.270519308864318e-05]] | tic AGG COM CSH EEM GLD IEF LOV \ date 2004-12-06 0.001075 0.003168 0.0 -0.001420 0.009815 0.001885 0.00000 2004-12-07 0.001367 -0.019563 0.0 -0.015340 -0.002795 -0.000117 0.00000 2004-12-08 0.003414 -0.003081 0.0 -0.005262 -0.032934 0.007411 0.00000 2004-12-09 -0.001360 0.003792 0.0 -0.016284 0.000461 -0.002336 0.00000 2004-12-10 -0.001266 -0.011614 0.0 -0.001001 -0.007111 0.001523 0.00000 ... ... ... ... ... ... ... ... 2005-11-29 -0.001393 -0.002138 0.0 -0.008860 0.000000 -0.005486 0.00000 2005-11-30 -0.002091 0.018609 0.0 0.002384 -0.000696 -0.000481 0.00000 2005-12-01 -0.001413 0.021274 0.0 0.026159 0.008245 -0.002251 0.01213 2005-12-02 0.000000 0.016241 0.0 -0.001159 0.005529 0.000844 0.00000 2005-12-05 0.000503 0.004111 0.0 0.008121 0.006243 -0.003013 0.00000 tic SNP date 2004-12-06 -0.000736 2004-12-07 -0.011040 2004-12-08 0.005104 2004-12-09 0.005471 2004-12-10 -0.001043 ... ... 2005-11-29 0.000195 2005-11-30 -0.006036 2005-12-01 0.012160 2005-12-02 0.000330 2005-12-05 -0.002324 [252 rows x 8 columns] | 0.000502 | -0.000108 | -0.000229 |
| 9 | 17 | 2005-12-05 | 12 | 173.410004 | 0.0 | COM | 0.078698 | 55.774601 | 186.768572 | 30.947324 | 167.513002 | 170.565667 | [[4.313365884232753e-06, 2.301302210038969e-07, 0.0, -6.440498403801806e-07, 1.4558866593012876e-07, 5.428445224640519e-06, 8.41118185307344e-07, 8.714416173446448e-08], [2.301302210038969e-07, 0.00011265188630656246, 0.0, 1.4041407832339131e-05, 2.1723503189130176e-05, 1.1167061265445353e-06, 3.0095342392872098e-06, 5.961312866558709e-07], [0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0], [-6.440498403801806e-07, 1.4041407832339131e-05, 0.0, 0.00014792774451162833, 8.519719081786313e-06, -1.505486285990452e-06, 4.567139070889482e-06, 5.8036320747881825e-05], [1.4558866593012876e-07, 2.1723503189130176e-05, 0.0, 8.519719081786313e-06, 5.544691343237031e-05, -1.56639446427476e-07, 2.8516697980484113e-07, -1.0562169768924186e-06], [5.428445224640519e-06, 1.1167061265445353e-06, 0.0, -1.505486285990452e-06, -1.56639446427476e-07, 1.0089406941069295e-05, 7.134078346183685e-07, -6.662265487438618e-07], [8.41118185307344e-07, 3.0095342392872098e-06, 0.0, 4.567139070889482e-06, 2.8516697980484113e-07, 7.134078346183685e-07, 1.2925457649386389e-05, 7.740035600417371e-07], [8.714416173446448e-08, 5.961312866558709e-07, 0.0, 5.8036320747881825e-05, -1.0562169768924186e-06, -6.662265487438618e-07, 7.740035600417371e-07, 4.270519308864318e-05]] | tic AGG COM CSH EEM GLD IEF LOV \ date 2004-12-06 0.001075 0.003168 0.0 -0.001420 0.009815 0.001885 0.00000 2004-12-07 0.001367 -0.019563 0.0 -0.015340 -0.002795 -0.000117 0.00000 2004-12-08 0.003414 -0.003081 0.0 -0.005262 -0.032934 0.007411 0.00000 2004-12-09 -0.001360 0.003792 0.0 -0.016284 0.000461 -0.002336 0.00000 2004-12-10 -0.001266 -0.011614 0.0 -0.001001 -0.007111 0.001523 0.00000 ... ... ... ... ... ... ... ... 2005-11-29 -0.001393 -0.002138 0.0 -0.008860 0.000000 -0.005486 0.00000 2005-11-30 -0.002091 0.018609 0.0 0.002384 -0.000696 -0.000481 0.00000 2005-12-01 -0.001413 0.021274 0.0 0.026159 0.008245 -0.002251 0.01213 2005-12-02 0.000000 0.016241 0.0 -0.001159 0.005529 0.000844 0.00000 2005-12-05 0.000503 0.004111 0.0 0.008121 0.006243 -0.003013 0.00000 tic SNP date 2004-12-06 -0.000736 2004-12-07 -0.011040 2004-12-08 0.005104 2004-12-09 0.005471 2004-12-10 -0.001043 ... ... 2005-11-29 0.000195 2005-11-30 -0.006036 2005-12-01 0.012160 2005-12-02 0.000330 2005-12-05 -0.002324 [252 rows x 8 columns] | 0.004103 | 0.000502 | 0.000413 |
Last rows
| df_index | date | month | close | volume | tic | macd | rsi_30 | cci_30 | dx_30 | close_30_sma | close_60_sma | cov_list | return_list | close_delta | close_30_sma_delta | close_60_sma_delta | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 31686 | 31694 | 2021-08-30 | 08 | 190.572196 | 0.0 | LOV | -0.426374 | 1.183841 | -47.619048 | 5.268333 | 191.236530 | 192.239752 | [[4.190940544390623e-06, -1.889319021090827e-06, 0.0, 3.1568675101163445e-06, 3.297201984910692e-06, 5.710530920080854e-06, -8.163664624665114e-07, 2.4081549961235185e-06], [-1.889319021090827e-06, 7.55647203071737e-05, 0.0, 3.5875140717446895e-05, 2.8725555354324614e-05, -3.450036499678153e-06, -7.951688334291301e-07, 2.1592000483518156e-05], [0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0], [3.1568675101163445e-06, 3.5875140717446895e-05, 0.0, 0.00013675156394327972, 1.7733281292651428e-05, 8.877376110547558e-07, -7.436043560081862e-06, 7.286356838499788e-05], [3.297201984910692e-06, 2.8725555354324614e-05, 0.0, 1.7733281292651428e-05, 9.796169144814499e-05, 4.712698890478549e-06, -1.0635433099629934e-06, 1.0560727021288145e-05], [5.710530920080854e-06, -3.450036499678153e-06, 0.0, 8.877376110547558e-07, 4.712698890478549e-06, 8.665436398581623e-06, -1.1700831353711018e-06, -5.892505872666351e-07], [-8.163664624665114e-07, -7.951688334291301e-07, 0.0, -7.436043560081862e-06, -1.0635433099629934e-06, -1.1700831353711018e-06, 1.1581167950075469e-05, -4.564420068114253e-06], [2.4081549961235185e-06, 2.1592000483518156e-05, 0.0, 7.286356838499788e-05, 1.0560727021288145e-05, -5.892505872666351e-07, -4.564420068114253e-06, 8.919927478652892e-05]] | tic AGG COM CSH EEM GLD IEF LOV \ date 2020-08-31 0.002201 0.002461 0.0 -0.022173 0.000000 0.001071 0.000000 2020-09-01 0.002073 0.002455 0.0 0.017063 0.007661 0.003278 -0.015208 2020-09-02 0.002027 -0.009116 0.0 -0.002649 -0.012826 0.001395 0.000000 2020-09-03 0.000253 -0.007277 0.0 -0.019035 -0.003385 0.001312 0.000000 2020-09-04 -0.004971 0.001245 0.0 0.000451 -0.007297 -0.005567 0.000000 ... ... ... ... ... ... ... ... 2021-08-24 -0.001464 0.013313 0.0 0.022687 0.003578 -0.002722 0.000000 2021-08-25 -0.001897 0.004026 0.0 0.001168 -0.010917 -0.003924 0.000000 2021-08-26 0.000086 0.002005 0.0 -0.009524 -0.001175 0.000000 0.000000 2021-08-27 0.002764 0.014745 0.0 0.012363 0.006653 0.003254 0.000000 2021-08-30 0.001120 -0.001764 0.0 0.002132 0.000000 0.001963 0.000000 tic SNP date 2020-08-31 -0.002080 2020-09-01 0.007544 2020-09-02 0.015473 2020-09-03 -0.034941 2020-09-04 -0.008134 ... ... 2021-08-24 0.001501 2021-08-25 0.002233 2021-08-26 -0.005787 2021-08-27 0.008841 2021-08-30 0.004369 [252 rows x 8 columns] | 0.000000 | -0.000386 | -0.000258 |
| 31687 | 31695 | 2021-08-30 | 08 | 9445.240234 | 0.0 | SNP | 74.472752 | 63.524018 | 182.196409 | 21.356673 | 9236.077637 | 9076.313770 | [[4.190940544390623e-06, -1.889319021090827e-06, 0.0, 3.1568675101163445e-06, 3.297201984910692e-06, 5.710530920080854e-06, -8.163664624665114e-07, 2.4081549961235185e-06], [-1.889319021090827e-06, 7.55647203071737e-05, 0.0, 3.5875140717446895e-05, 2.8725555354324614e-05, -3.450036499678153e-06, -7.951688334291301e-07, 2.1592000483518156e-05], [0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0], [3.1568675101163445e-06, 3.5875140717446895e-05, 0.0, 0.00013675156394327972, 1.7733281292651428e-05, 8.877376110547558e-07, -7.436043560081862e-06, 7.286356838499788e-05], [3.297201984910692e-06, 2.8725555354324614e-05, 0.0, 1.7733281292651428e-05, 9.796169144814499e-05, 4.712698890478549e-06, -1.0635433099629934e-06, 1.0560727021288145e-05], [5.710530920080854e-06, -3.450036499678153e-06, 0.0, 8.877376110547558e-07, 4.712698890478549e-06, 8.665436398581623e-06, -1.1700831353711018e-06, -5.892505872666351e-07], [-8.163664624665114e-07, -7.951688334291301e-07, 0.0, -7.436043560081862e-06, -1.0635433099629934e-06, -1.1700831353711018e-06, 1.1581167950075469e-05, -4.564420068114253e-06], [2.4081549961235185e-06, 2.1592000483518156e-05, 0.0, 7.286356838499788e-05, 1.0560727021288145e-05, -5.892505872666351e-07, -4.564420068114253e-06, 8.919927478652892e-05]] | tic AGG COM CSH EEM GLD IEF LOV \ date 2020-08-31 0.002201 0.002461 0.0 -0.022173 0.000000 0.001071 0.000000 2020-09-01 0.002073 0.002455 0.0 0.017063 0.007661 0.003278 -0.015208 2020-09-02 0.002027 -0.009116 0.0 -0.002649 -0.012826 0.001395 0.000000 2020-09-03 0.000253 -0.007277 0.0 -0.019035 -0.003385 0.001312 0.000000 2020-09-04 -0.004971 0.001245 0.0 0.000451 -0.007297 -0.005567 0.000000 ... ... ... ... ... ... ... ... 2021-08-24 -0.001464 0.013313 0.0 0.022687 0.003578 -0.002722 0.000000 2021-08-25 -0.001897 0.004026 0.0 0.001168 -0.010917 -0.003924 0.000000 2021-08-26 0.000086 0.002005 0.0 -0.009524 -0.001175 0.000000 0.000000 2021-08-27 0.002764 0.014745 0.0 0.012363 0.006653 0.003254 0.000000 2021-08-30 0.001120 -0.001764 0.0 0.002132 0.000000 0.001963 0.000000 tic SNP date 2020-08-31 -0.002080 2020-09-01 0.007544 2020-09-02 0.015473 2020-09-03 -0.034941 2020-09-04 -0.008134 ... ... 2021-08-24 0.001501 2021-08-25 0.002233 2021-08-26 -0.005787 2021-08-27 0.008841 2021-08-30 0.004369 [252 rows x 8 columns] | 0.004360 | 0.002089 | 0.001195 |
| 31688 | 31696 | 2021-08-31 | 08 | 115.529648 | 6763900.0 | AGG | 0.074366 | 54.712175 | 18.359943 | 9.738954 | 115.506626 | 115.054341 | [[4.180271969668594e-06, -1.8830269083932926e-06, 0.0, 3.2809698326374006e-06, 3.2401663578666042e-06, 5.710599247991046e-06, -8.236473784801846e-07, 2.449928020728402e-06], [-1.8830269083932926e-06, 7.559559769929171e-05, 0.0, 3.583716048623497e-05, 2.8608845190610896e-05, -3.4345134965739077e-06, -8.039845458002581e-07, 2.1638146918748728e-05], [0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0], [3.2809698326374006e-06, 3.583716048623497e-05, 0.0, 0.00013534379080817034, 1.8243685731557022e-05, 9.02787081510756e-07, -7.364694766628883e-06, 7.244970449846325e-05], [3.2401663578666042e-06, 2.8608845190610896e-05, 0.0, 1.8243685731557022e-05, 9.831030673491962e-05, 4.645413630873893e-06, -1.045482166005741e-06, 1.0476370250042532e-05], [5.710599247991046e-06, -3.4345134965739077e-06, 0.0, 9.02787081510756e-07, 4.645413630873893e-06, 8.672438790581485e-06, -1.1759353845632274e-06, -5.576686109449663e-07], [-8.236473784801846e-07, -8.039845458002581e-07, 0.0, -7.364694766628883e-06, -1.045482166005741e-06, -1.1759353845632274e-06, 1.1581167950075469e-05, -4.562740144378034e-06], [2.449928020728402e-06, 2.1638146918748728e-05, 0.0, 7.244970449846325e-05, 1.0476370250042532e-05, -5.576686109449663e-07, -4.562740144378034e-06, 8.918056618415586e-05]] | tic AGG COM CSH EEM GLD IEF LOV \ date 2020-09-01 0.002073 0.002455 0.0 0.017063 0.007661 0.003278 -0.015208 2020-09-02 0.002027 -0.009116 0.0 -0.002649 -0.012826 0.001395 0.000000 2020-09-03 0.000253 -0.007277 0.0 -0.019035 -0.003385 0.001312 0.000000 2020-09-04 -0.004971 0.001245 0.0 0.000451 -0.007297 -0.005567 0.000000 2020-09-08 0.001101 -0.013676 0.0 -0.017366 -0.007963 0.002141 0.000000 ... ... ... ... ... ... ... ... 2021-08-25 -0.001897 0.004026 0.0 0.001168 -0.010917 -0.003924 0.000000 2021-08-26 0.000086 0.002005 0.0 -0.009524 -0.001175 0.000000 0.000000 2021-08-27 0.002764 0.014745 0.0 0.012363 0.006653 0.003254 0.000000 2021-08-30 0.001120 -0.001764 0.0 0.002132 0.000000 0.001963 0.000000 2021-08-31 -0.001463 -0.001975 0.0 0.013733 0.009089 -0.001874 0.000000 tic SNP date 2020-09-01 0.007544 2020-09-02 0.015473 2020-09-03 -0.034941 2020-09-04 -0.008134 2020-09-08 -0.027713 ... ... 2021-08-25 0.002233 2021-08-26 -0.005787 2021-08-27 0.008841 2021-08-30 0.004369 2021-08-31 -0.001235 [252 rows x 8 columns] | -0.001464 | -0.000050 | 0.000257 |
| 31689 | 31697 | 2021-08-31 | 08 | 95.989998 | 0.0 | COM | 0.272569 | 55.300050 | 77.088322 | 14.459062 | 94.940666 | 94.148000 | [[4.180271969668594e-06, -1.8830269083932926e-06, 0.0, 3.2809698326374006e-06, 3.2401663578666042e-06, 5.710599247991046e-06, -8.236473784801846e-07, 2.449928020728402e-06], [-1.8830269083932926e-06, 7.559559769929171e-05, 0.0, 3.583716048623497e-05, 2.8608845190610896e-05, -3.4345134965739077e-06, -8.039845458002581e-07, 2.1638146918748728e-05], [0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0], [3.2809698326374006e-06, 3.583716048623497e-05, 0.0, 0.00013534379080817034, 1.8243685731557022e-05, 9.02787081510756e-07, -7.364694766628883e-06, 7.244970449846325e-05], [3.2401663578666042e-06, 2.8608845190610896e-05, 0.0, 1.8243685731557022e-05, 9.831030673491962e-05, 4.645413630873893e-06, -1.045482166005741e-06, 1.0476370250042532e-05], [5.710599247991046e-06, -3.4345134965739077e-06, 0.0, 9.02787081510756e-07, 4.645413630873893e-06, 8.672438790581485e-06, -1.1759353845632274e-06, -5.576686109449663e-07], [-8.236473784801846e-07, -8.039845458002581e-07, 0.0, -7.364694766628883e-06, -1.045482166005741e-06, -1.1759353845632274e-06, 1.1581167950075469e-05, -4.562740144378034e-06], [2.449928020728402e-06, 2.1638146918748728e-05, 0.0, 7.244970449846325e-05, 1.0476370250042532e-05, -5.576686109449663e-07, -4.562740144378034e-06, 8.918056618415586e-05]] | tic AGG COM CSH EEM GLD IEF LOV \ date 2020-09-01 0.002073 0.002455 0.0 0.017063 0.007661 0.003278 -0.015208 2020-09-02 0.002027 -0.009116 0.0 -0.002649 -0.012826 0.001395 0.000000 2020-09-03 0.000253 -0.007277 0.0 -0.019035 -0.003385 0.001312 0.000000 2020-09-04 -0.004971 0.001245 0.0 0.000451 -0.007297 -0.005567 0.000000 2020-09-08 0.001101 -0.013676 0.0 -0.017366 -0.007963 0.002141 0.000000 ... ... ... ... ... ... ... ... 2021-08-25 -0.001897 0.004026 0.0 0.001168 -0.010917 -0.003924 0.000000 2021-08-26 0.000086 0.002005 0.0 -0.009524 -0.001175 0.000000 0.000000 2021-08-27 0.002764 0.014745 0.0 0.012363 0.006653 0.003254 0.000000 2021-08-30 0.001120 -0.001764 0.0 0.002132 0.000000 0.001963 0.000000 2021-08-31 -0.001463 -0.001975 0.0 0.013733 0.009089 -0.001874 0.000000 tic SNP date 2020-09-01 0.007544 2020-09-02 0.015473 2020-09-03 -0.034941 2020-09-04 -0.008134 2020-09-08 -0.027713 ... ... 2021-08-25 0.002233 2021-08-26 -0.005787 2021-08-27 0.008841 2021-08-30 0.004369 2021-08-31 -0.001235 [252 rows x 8 columns] | -0.001977 | 0.000941 | 0.000324 |
| 31690 | 31698 | 2021-08-31 | 08 | 1.000000 | 0.0 | CSH | 0.000000 | 55.300050 | 77.088322 | 14.459062 | 1.000000 | 1.000000 | [[4.180271969668594e-06, -1.8830269083932926e-06, 0.0, 3.2809698326374006e-06, 3.2401663578666042e-06, 5.710599247991046e-06, -8.236473784801846e-07, 2.449928020728402e-06], [-1.8830269083932926e-06, 7.559559769929171e-05, 0.0, 3.583716048623497e-05, 2.8608845190610896e-05, -3.4345134965739077e-06, -8.039845458002581e-07, 2.1638146918748728e-05], [0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0], [3.2809698326374006e-06, 3.583716048623497e-05, 0.0, 0.00013534379080817034, 1.8243685731557022e-05, 9.02787081510756e-07, -7.364694766628883e-06, 7.244970449846325e-05], [3.2401663578666042e-06, 2.8608845190610896e-05, 0.0, 1.8243685731557022e-05, 9.831030673491962e-05, 4.645413630873893e-06, -1.045482166005741e-06, 1.0476370250042532e-05], [5.710599247991046e-06, -3.4345134965739077e-06, 0.0, 9.02787081510756e-07, 4.645413630873893e-06, 8.672438790581485e-06, -1.1759353845632274e-06, -5.576686109449663e-07], [-8.236473784801846e-07, -8.039845458002581e-07, 0.0, -7.364694766628883e-06, -1.045482166005741e-06, -1.1759353845632274e-06, 1.1581167950075469e-05, -4.562740144378034e-06], [2.449928020728402e-06, 2.1638146918748728e-05, 0.0, 7.244970449846325e-05, 1.0476370250042532e-05, -5.576686109449663e-07, -4.562740144378034e-06, 8.918056618415586e-05]] | tic AGG COM CSH EEM GLD IEF LOV \ date 2020-09-01 0.002073 0.002455 0.0 0.017063 0.007661 0.003278 -0.015208 2020-09-02 0.002027 -0.009116 0.0 -0.002649 -0.012826 0.001395 0.000000 2020-09-03 0.000253 -0.007277 0.0 -0.019035 -0.003385 0.001312 0.000000 2020-09-04 -0.004971 0.001245 0.0 0.000451 -0.007297 -0.005567 0.000000 2020-09-08 0.001101 -0.013676 0.0 -0.017366 -0.007963 0.002141 0.000000 ... ... ... ... ... ... ... ... 2021-08-25 -0.001897 0.004026 0.0 0.001168 -0.010917 -0.003924 0.000000 2021-08-26 0.000086 0.002005 0.0 -0.009524 -0.001175 0.000000 0.000000 2021-08-27 0.002764 0.014745 0.0 0.012363 0.006653 0.003254 0.000000 2021-08-30 0.001120 -0.001764 0.0 0.002132 0.000000 0.001963 0.000000 2021-08-31 -0.001463 -0.001975 0.0 0.013733 0.009089 -0.001874 0.000000 tic SNP date 2020-09-01 0.007544 2020-09-02 0.015473 2020-09-03 -0.034941 2020-09-04 -0.008134 2020-09-08 -0.027713 ... ... 2021-08-25 0.002233 2021-08-26 -0.005787 2021-08-27 0.008841 2021-08-30 0.004369 2021-08-31 -0.001235 [252 rows x 8 columns] | 0.000000 | 0.000000 | 0.000000 |
| 31691 | 31699 | 2021-08-31 | 08 | 52.410000 | 43226700.0 | EEM | -0.276504 | 49.906189 | 78.207188 | 6.277385 | 51.614666 | 53.012122 | [[4.180271969668594e-06, -1.8830269083932926e-06, 0.0, 3.2809698326374006e-06, 3.2401663578666042e-06, 5.710599247991046e-06, -8.236473784801846e-07, 2.449928020728402e-06], [-1.8830269083932926e-06, 7.559559769929171e-05, 0.0, 3.583716048623497e-05, 2.8608845190610896e-05, -3.4345134965739077e-06, -8.039845458002581e-07, 2.1638146918748728e-05], [0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0], [3.2809698326374006e-06, 3.583716048623497e-05, 0.0, 0.00013534379080817034, 1.8243685731557022e-05, 9.02787081510756e-07, -7.364694766628883e-06, 7.244970449846325e-05], [3.2401663578666042e-06, 2.8608845190610896e-05, 0.0, 1.8243685731557022e-05, 9.831030673491962e-05, 4.645413630873893e-06, -1.045482166005741e-06, 1.0476370250042532e-05], [5.710599247991046e-06, -3.4345134965739077e-06, 0.0, 9.02787081510756e-07, 4.645413630873893e-06, 8.672438790581485e-06, -1.1759353845632274e-06, -5.576686109449663e-07], [-8.236473784801846e-07, -8.039845458002581e-07, 0.0, -7.364694766628883e-06, -1.045482166005741e-06, -1.1759353845632274e-06, 1.1581167950075469e-05, -4.562740144378034e-06], [2.449928020728402e-06, 2.1638146918748728e-05, 0.0, 7.244970449846325e-05, 1.0476370250042532e-05, -5.576686109449663e-07, -4.562740144378034e-06, 8.918056618415586e-05]] | tic AGG COM CSH EEM GLD IEF LOV \ date 2020-09-01 0.002073 0.002455 0.0 0.017063 0.007661 0.003278 -0.015208 2020-09-02 0.002027 -0.009116 0.0 -0.002649 -0.012826 0.001395 0.000000 2020-09-03 0.000253 -0.007277 0.0 -0.019035 -0.003385 0.001312 0.000000 2020-09-04 -0.004971 0.001245 0.0 0.000451 -0.007297 -0.005567 0.000000 2020-09-08 0.001101 -0.013676 0.0 -0.017366 -0.007963 0.002141 0.000000 ... ... ... ... ... ... ... ... 2021-08-25 -0.001897 0.004026 0.0 0.001168 -0.010917 -0.003924 0.000000 2021-08-26 0.000086 0.002005 0.0 -0.009524 -0.001175 0.000000 0.000000 2021-08-27 0.002764 0.014745 0.0 0.012363 0.006653 0.003254 0.000000 2021-08-30 0.001120 -0.001764 0.0 0.002132 0.000000 0.001963 0.000000 2021-08-31 -0.001463 -0.001975 0.0 0.013733 0.009089 -0.001874 0.000000 tic SNP date 2020-09-01 0.007544 2020-09-02 0.015473 2020-09-03 -0.034941 2020-09-04 -0.008134 2020-09-08 -0.027713 ... ... 2021-08-25 0.002233 2021-08-26 -0.005787 2021-08-27 0.008841 2021-08-30 0.004369 2021-08-31 -0.001235 [252 rows x 8 columns] | 0.013640 | -0.000291 | -0.000961 |
| 31692 | 31700 | 2021-08-31 | 08 | 630.590000 | 0.0 | GLD | 0.496968 | 52.402475 | 83.613562 | 6.277385 | 622.136000 | 626.241500 | [[4.180271969668594e-06, -1.8830269083932926e-06, 0.0, 3.2809698326374006e-06, 3.2401663578666042e-06, 5.710599247991046e-06, -8.236473784801846e-07, 2.449928020728402e-06], [-1.8830269083932926e-06, 7.559559769929171e-05, 0.0, 3.583716048623497e-05, 2.8608845190610896e-05, -3.4345134965739077e-06, -8.039845458002581e-07, 2.1638146918748728e-05], [0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0], [3.2809698326374006e-06, 3.583716048623497e-05, 0.0, 0.00013534379080817034, 1.8243685731557022e-05, 9.02787081510756e-07, -7.364694766628883e-06, 7.244970449846325e-05], [3.2401663578666042e-06, 2.8608845190610896e-05, 0.0, 1.8243685731557022e-05, 9.831030673491962e-05, 4.645413630873893e-06, -1.045482166005741e-06, 1.0476370250042532e-05], [5.710599247991046e-06, -3.4345134965739077e-06, 0.0, 9.02787081510756e-07, 4.645413630873893e-06, 8.672438790581485e-06, -1.1759353845632274e-06, -5.576686109449663e-07], [-8.236473784801846e-07, -8.039845458002581e-07, 0.0, -7.364694766628883e-06, -1.045482166005741e-06, -1.1759353845632274e-06, 1.1581167950075469e-05, -4.562740144378034e-06], [2.449928020728402e-06, 2.1638146918748728e-05, 0.0, 7.244970449846325e-05, 1.0476370250042532e-05, -5.576686109449663e-07, -4.562740144378034e-06, 8.918056618415586e-05]] | tic AGG COM CSH EEM GLD IEF LOV \ date 2020-09-01 0.002073 0.002455 0.0 0.017063 0.007661 0.003278 -0.015208 2020-09-02 0.002027 -0.009116 0.0 -0.002649 -0.012826 0.001395 0.000000 2020-09-03 0.000253 -0.007277 0.0 -0.019035 -0.003385 0.001312 0.000000 2020-09-04 -0.004971 0.001245 0.0 0.000451 -0.007297 -0.005567 0.000000 2020-09-08 0.001101 -0.013676 0.0 -0.017366 -0.007963 0.002141 0.000000 ... ... ... ... ... ... ... ... 2021-08-25 -0.001897 0.004026 0.0 0.001168 -0.010917 -0.003924 0.000000 2021-08-26 0.000086 0.002005 0.0 -0.009524 -0.001175 0.000000 0.000000 2021-08-27 0.002764 0.014745 0.0 0.012363 0.006653 0.003254 0.000000 2021-08-30 0.001120 -0.001764 0.0 0.002132 0.000000 0.001963 0.000000 2021-08-31 -0.001463 -0.001975 0.0 0.013733 0.009089 -0.001874 0.000000 tic SNP date 2020-09-01 0.007544 2020-09-02 0.015473 2020-09-03 -0.034941 2020-09-04 -0.008134 2020-09-08 -0.027713 ... ... 2021-08-25 0.002233 2021-08-26 -0.005787 2021-08-27 0.008841 2021-08-30 0.004369 2021-08-31 -0.001235 [252 rows x 8 columns] | 0.009048 | -0.000153 | -0.000680 |
| 31693 | 31701 | 2021-08-31 | 08 | 116.926018 | 7418400.0 | IEF | 0.076883 | 53.687621 | -14.855701 | 7.496965 | 117.068840 | 116.272461 | [[4.180271969668594e-06, -1.8830269083932926e-06, 0.0, 3.2809698326374006e-06, 3.2401663578666042e-06, 5.710599247991046e-06, -8.236473784801846e-07, 2.449928020728402e-06], [-1.8830269083932926e-06, 7.559559769929171e-05, 0.0, 3.583716048623497e-05, 2.8608845190610896e-05, -3.4345134965739077e-06, -8.039845458002581e-07, 2.1638146918748728e-05], [0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0], [3.2809698326374006e-06, 3.583716048623497e-05, 0.0, 0.00013534379080817034, 1.8243685731557022e-05, 9.02787081510756e-07, -7.364694766628883e-06, 7.244970449846325e-05], [3.2401663578666042e-06, 2.8608845190610896e-05, 0.0, 1.8243685731557022e-05, 9.831030673491962e-05, 4.645413630873893e-06, -1.045482166005741e-06, 1.0476370250042532e-05], [5.710599247991046e-06, -3.4345134965739077e-06, 0.0, 9.02787081510756e-07, 4.645413630873893e-06, 8.672438790581485e-06, -1.1759353845632274e-06, -5.576686109449663e-07], [-8.236473784801846e-07, -8.039845458002581e-07, 0.0, -7.364694766628883e-06, -1.045482166005741e-06, -1.1759353845632274e-06, 1.1581167950075469e-05, -4.562740144378034e-06], [2.449928020728402e-06, 2.1638146918748728e-05, 0.0, 7.244970449846325e-05, 1.0476370250042532e-05, -5.576686109449663e-07, -4.562740144378034e-06, 8.918056618415586e-05]] | tic AGG COM CSH EEM GLD IEF LOV \ date 2020-09-01 0.002073 0.002455 0.0 0.017063 0.007661 0.003278 -0.015208 2020-09-02 0.002027 -0.009116 0.0 -0.002649 -0.012826 0.001395 0.000000 2020-09-03 0.000253 -0.007277 0.0 -0.019035 -0.003385 0.001312 0.000000 2020-09-04 -0.004971 0.001245 0.0 0.000451 -0.007297 -0.005567 0.000000 2020-09-08 0.001101 -0.013676 0.0 -0.017366 -0.007963 0.002141 0.000000 ... ... ... ... ... ... ... ... 2021-08-25 -0.001897 0.004026 0.0 0.001168 -0.010917 -0.003924 0.000000 2021-08-26 0.000086 0.002005 0.0 -0.009524 -0.001175 0.000000 0.000000 2021-08-27 0.002764 0.014745 0.0 0.012363 0.006653 0.003254 0.000000 2021-08-30 0.001120 -0.001764 0.0 0.002132 0.000000 0.001963 0.000000 2021-08-31 -0.001463 -0.001975 0.0 0.013733 0.009089 -0.001874 0.000000 tic SNP date 2020-09-01 0.007544 2020-09-02 0.015473 2020-09-03 -0.034941 2020-09-04 -0.008134 2020-09-08 -0.027713 ... ... 2021-08-25 0.002233 2021-08-26 -0.005787 2021-08-27 0.008841 2021-08-30 0.004369 2021-08-31 -0.001235 [252 rows x 8 columns] | -0.001876 | -0.000160 | 0.000378 |
| 31694 | 31702 | 2021-08-31 | 08 | 190.572196 | 0.0 | LOV | -0.400142 | 1.183841 | -45.454545 | 7.496965 | 191.162715 | 192.190168 | [[4.180271969668594e-06, -1.8830269083932926e-06, 0.0, 3.2809698326374006e-06, 3.2401663578666042e-06, 5.710599247991046e-06, -8.236473784801846e-07, 2.449928020728402e-06], [-1.8830269083932926e-06, 7.559559769929171e-05, 0.0, 3.583716048623497e-05, 2.8608845190610896e-05, -3.4345134965739077e-06, -8.039845458002581e-07, 2.1638146918748728e-05], [0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0], [3.2809698326374006e-06, 3.583716048623497e-05, 0.0, 0.00013534379080817034, 1.8243685731557022e-05, 9.02787081510756e-07, -7.364694766628883e-06, 7.244970449846325e-05], [3.2401663578666042e-06, 2.8608845190610896e-05, 0.0, 1.8243685731557022e-05, 9.831030673491962e-05, 4.645413630873893e-06, -1.045482166005741e-06, 1.0476370250042532e-05], [5.710599247991046e-06, -3.4345134965739077e-06, 0.0, 9.02787081510756e-07, 4.645413630873893e-06, 8.672438790581485e-06, -1.1759353845632274e-06, -5.576686109449663e-07], [-8.236473784801846e-07, -8.039845458002581e-07, 0.0, -7.364694766628883e-06, -1.045482166005741e-06, -1.1759353845632274e-06, 1.1581167950075469e-05, -4.562740144378034e-06], [2.449928020728402e-06, 2.1638146918748728e-05, 0.0, 7.244970449846325e-05, 1.0476370250042532e-05, -5.576686109449663e-07, -4.562740144378034e-06, 8.918056618415586e-05]] | tic AGG COM CSH EEM GLD IEF LOV \ date 2020-09-01 0.002073 0.002455 0.0 0.017063 0.007661 0.003278 -0.015208 2020-09-02 0.002027 -0.009116 0.0 -0.002649 -0.012826 0.001395 0.000000 2020-09-03 0.000253 -0.007277 0.0 -0.019035 -0.003385 0.001312 0.000000 2020-09-04 -0.004971 0.001245 0.0 0.000451 -0.007297 -0.005567 0.000000 2020-09-08 0.001101 -0.013676 0.0 -0.017366 -0.007963 0.002141 0.000000 ... ... ... ... ... ... ... ... 2021-08-25 -0.001897 0.004026 0.0 0.001168 -0.010917 -0.003924 0.000000 2021-08-26 0.000086 0.002005 0.0 -0.009524 -0.001175 0.000000 0.000000 2021-08-27 0.002764 0.014745 0.0 0.012363 0.006653 0.003254 0.000000 2021-08-30 0.001120 -0.001764 0.0 0.002132 0.000000 0.001963 0.000000 2021-08-31 -0.001463 -0.001975 0.0 0.013733 0.009089 -0.001874 0.000000 tic SNP date 2020-09-01 0.007544 2020-09-02 0.015473 2020-09-03 -0.034941 2020-09-04 -0.008134 2020-09-08 -0.027713 ... ... 2021-08-25 0.002233 2021-08-26 -0.005787 2021-08-27 0.008841 2021-08-30 0.004369 2021-08-31 -0.001235 [252 rows x 8 columns] | 0.000000 | -0.000386 | -0.000258 |
| 31695 | 31703 | 2021-08-31 | 08 | 9433.580078 | 0.0 | SNP | 77.304140 | 62.965117 | 167.127295 | 21.356673 | 9250.471322 | 9087.068766 | [[4.180271969668594e-06, -1.8830269083932926e-06, 0.0, 3.2809698326374006e-06, 3.2401663578666042e-06, 5.710599247991046e-06, -8.236473784801846e-07, 2.449928020728402e-06], [-1.8830269083932926e-06, 7.559559769929171e-05, 0.0, 3.583716048623497e-05, 2.8608845190610896e-05, -3.4345134965739077e-06, -8.039845458002581e-07, 2.1638146918748728e-05], [0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0], [3.2809698326374006e-06, 3.583716048623497e-05, 0.0, 0.00013534379080817034, 1.8243685731557022e-05, 9.02787081510756e-07, -7.364694766628883e-06, 7.244970449846325e-05], [3.2401663578666042e-06, 2.8608845190610896e-05, 0.0, 1.8243685731557022e-05, 9.831030673491962e-05, 4.645413630873893e-06, -1.045482166005741e-06, 1.0476370250042532e-05], [5.710599247991046e-06, -3.4345134965739077e-06, 0.0, 9.02787081510756e-07, 4.645413630873893e-06, 8.672438790581485e-06, -1.1759353845632274e-06, -5.576686109449663e-07], [-8.236473784801846e-07, -8.039845458002581e-07, 0.0, -7.364694766628883e-06, -1.045482166005741e-06, -1.1759353845632274e-06, 1.1581167950075469e-05, -4.562740144378034e-06], [2.449928020728402e-06, 2.1638146918748728e-05, 0.0, 7.244970449846325e-05, 1.0476370250042532e-05, -5.576686109449663e-07, -4.562740144378034e-06, 8.918056618415586e-05]] | tic AGG COM CSH EEM GLD IEF LOV \ date 2020-09-01 0.002073 0.002455 0.0 0.017063 0.007661 0.003278 -0.015208 2020-09-02 0.002027 -0.009116 0.0 -0.002649 -0.012826 0.001395 0.000000 2020-09-03 0.000253 -0.007277 0.0 -0.019035 -0.003385 0.001312 0.000000 2020-09-04 -0.004971 0.001245 0.0 0.000451 -0.007297 -0.005567 0.000000 2020-09-08 0.001101 -0.013676 0.0 -0.017366 -0.007963 0.002141 0.000000 ... ... ... ... ... ... ... ... 2021-08-25 -0.001897 0.004026 0.0 0.001168 -0.010917 -0.003924 0.000000 2021-08-26 0.000086 0.002005 0.0 -0.009524 -0.001175 0.000000 0.000000 2021-08-27 0.002764 0.014745 0.0 0.012363 0.006653 0.003254 0.000000 2021-08-30 0.001120 -0.001764 0.0 0.002132 0.000000 0.001963 0.000000 2021-08-31 -0.001463 -0.001975 0.0 0.013733 0.009089 -0.001874 0.000000 tic SNP date 2020-09-01 0.007544 2020-09-02 0.015473 2020-09-03 -0.034941 2020-09-04 -0.008134 2020-09-08 -0.027713 ... ... 2021-08-25 0.002233 2021-08-26 -0.005787 2021-08-27 0.008841 2021-08-30 0.004369 2021-08-31 -0.001235 [252 rows x 8 columns] | -0.001235 | 0.001557 | 0.001184 |